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Index
Cover Page
Title Page
Copyright Page
Dedication
CONTENTS
PREFACE TO THE SECOND PRINTING
PREFACE
PART I INTRODUCTION AND ILLUSTRATIONS
1. INTRODUCTION
2. ILLUSTRATIVE PORTFOLIO ANALYSES
PART II RELATIONSHIPS BETWEEN SECURITIES AND PORTFOLIOS
3. AVERAGES AND EXPECTED VALUES
4. STANDARD DEVIATIONS AND VARIANCES
5. INVESTMENT IN LARGE NUMBERS OF SECURITIES
6. RETURN IN THE LONG RUN
PART III EFFICIENT PORTFOLIOS
7. GEOMETRIC ANALYSIS OF EFFICIENT SETS
8. DERIVATION OF E, V EFFICIENT PORTFOLIOS
9. THE SEMI-VARIANCE
PART IV RATIONAL CHOICE UNDER UNCERTAINTY
10. THE EXPECTED UTILITY MAXIM
11. UTILITY ANALYSIS OVER TIME
12. PROBABILITY BELIEFS
13. APPLICATIONS TO PORTFOLIO SELECTION
BIBLIOGRAPHY
APPENDIX
APPENDIX A THE COMPUTATION OF EFFICIENT SETS
APPENDIX B A SIMPLEX METHOD FOR THE PORTFOLIO SELECTION PROBLEM
APPENDIX C ALTERNATIVE AXIOM SYSTEMS FOR EXPECTED UTILITY
INDEX
Footnote
PREFACE
Chapter 1
Chapter 2
Chapter 4
Chapter 5
Chapter 6
Chapter 7
Chapter 8
Chapter 9
Chapter 10
Chapter 11
Chapter 12
Chapter 13
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