Portfolio and Investment Selection : Theory and Practice

Part 1. The Capital Markets: Survey and the Historical Record -- 1. The Capital Market -- 2. Rates of Return -- -- Part 2. The Foundations of Investment Decision-Making -- 3. Investment Decisions Under Certainty -- 4. Investment Decisions Under Uncertainty -- 5. Alternative Shapes of the Utility Function -- 6. The Efficiency Analysis of Investments under Uncertainty: Stochastic Dominance Rules -- -- Part 3. Portfolio Selection: The Mean - Variance Approach -- 7. The Mean - Variance Criterion -- 8. The Mean - Variance Criterion and Portfolio Selection -- 9. Tracing the Efficient Frontier -- 10. The Single Index Model -- -- Part 4. Equilibrium Models: Theory and Empirical Tests -- 11. The Capital Asset Pricing Model (CAPM): Price Determination in the Stock Market -- 12. The Risk Index Beta: Measurement and Application -- 13. Extension of the CAPM: Other Risk - Return Models -- 14. Testing the Equilibrium Models -- 15. Performance Measures -- -- Part 5. Other Selected Topics -- 16. Options: Return Profiles -- 17. Option Valuation Models: Theory and Empirical Evidence -- 18. International Diversification -- 19. Market Efficiency -- -- Mathematical Supplement -- Statistical Supplement -- Data Set -- Index