Research Catalog

Title

Modern investment theory / Robert A. Haugen.

Author

Haugen, Robert A.

Publication

Englewood Cliffs, N.J. : Prentice Hall, ©1990.

Items in the Library & Off-site

Details

Description

xxiii, 696 pages : illustrations (some color); 24 cm +

Subject

• Investment analysis
• Portfolio management
• Corporations > Finance
• Business enterprises > Finance
• Corporations > Finance
• Business enterprises > Finance
• Investment analysis
• Portfolio management
• Investitionstheorie
• Portfoliomanagement
• Strategisches Management

Note

• System requirements for computer disk (Invest program): IBM compatible machine; DOS 3.2 or later; 1 disk drive or hard disk.

Bibliography (note)

• Includes bibliographical references and index.

System Details (note)

• System requirements for computer disk (Invest program): IBM compatible machine; DOS 3.2 or later; 1 disk drive or hard disk.

Contents

Introduction to modern investment theory -- Securities and markets -- Some statistical concepts -- Combining individual securities into stock portfolios -- Finding the efficient set -- Index models -- The capital asset pricing model -- Empirical tests of the capital asset pricing model -- The arbitrage pricing theory -- Measuring portfolio performance -- The level of interest rates -- The term structure of interest rates -- Bond portfolio management -- Interest immunization -- European option pricing -- American option pricing -- Additional issues in option pricing -- Financial forward and futures contracts -- The effect of taxes on investment strategy and securities prices -- Stock valuation -- Issues in estimating future earning and dividends -- Market efficiency : the concept -- Market efficiency : the evidence -- Appendix 8. Additional properties of the minimum variable set.

ISBN

• 0135947979
• 9780135947975
• 0135987156
• 9780135987155

LCCN

89022849

OCLC

• ocm20265113
• 20265113
• SCSB-1925564

Owning Institutions

Princeton University Library