Investments

Investments

Vol. 1, Portfolio Theory and Asset Pricing

eBook - 1999
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MIT Press

This collection of articles in investment and portfolio management spans the thirty-five-year collaborative effort of two key figures in finance. Each of the nine sections begins with an overview that introduces the main contributions of the pieces and traces the development of the field. Each volume contains a foreword by Nobel laureate Harry Markowitz.Volume I presents the authors' groundbreaking work on estimating the inputs to portfolio optimization, including the analysis of alternative structures such as single and multi-index models in forecasting correlations; portfolio maximization under alternative specifications for return structures; the impact of CAPM and APT in the investment process; and taxes and portfolio composition.Volume II covers the authors' work on analysts' expectations; performance evaluation of managed portfolios, including commodity, stock, and bond portfolios; survivorship bias and performance persistence; debt markets; and immunization and efficiency.



Publisher: Cambridge, Mass. : MIT Press, c1999
ISBN: 9780262050593
0262050595
9780585119045
058511904X
0262050595
Characteristics: 1 online resource (468 p.) : ill
Additional Contributors: Gruber, Martin Jay 1937-

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