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Portfolio Theory & Financial Analyses





An OverviewIntroductionThe Development of FinanceEfficient Capital MarketsThe Role of Mean-Variance EfficiencyThe Background to Modern Portfolio TheorySummary and ConclusionsSelected ReferencesThe Portfolio DecisionRisk and Portfolio AnalysisIntroductionMean-Variance Analyses: Markowitz EfficiencyThe Combined Risk of Two InvestmentsThe Correlation between Two InvestmentsSummary and ConclusionsSelected ReferencesThe Optimum PortfolioIntroductionThe Mathematics of Portfolio RiskRisk Minimisation and the Two-Asset PortfolioThe Minimum Variance of a Two-Asset PortfolioThe Multi-Asset PortfolioThe Optimum PortfolioSummary and ConclusionsSelected ReferencesThe Market PortfolioIntroductionThe Market Portfolio and Tobin's TheoremThe CML and Quantitative AnalysesPortfolio RiskPortfolio ReturnSystematic and Unsystematic RiskSummary and ConclusionsSelected ReferencesModels Of Capital Asset PricingThe Beta FactorIntroductionBeta, Systemic Risk and the Characteristic LineThe Mathematical Derivation of BetaThe Security Market LineSummary and ConclusionsSelected ReferencesThe Capital Asset Pricing Model (Capm)IntroductionThe CAPM AssumptionsThe Mathematical Derivation of the CAPMThe Relationship between the CAPM and SMLCriticism of the CAPMSummary and ConclusionsSelected ReferencesCapital Budgeting, Capital Structure And the CapmIntroductionCapital Budgeting and the CAPMThe Estimation of Project BetasCapital Gearing and the Beta FactorCapital Gearing and the CAPMSummary and ConclusionsSelected ReferencesModern Portfolio TheoryArbitrage Pricing Theory and BeyondIntroductionPortfolio Theory and the CAPMArbitrage Pricing Theory (APT)Summary and ConclusionsSelected References
 
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