Investments - Vol. I: Portfolio Theory and Asset Pricing

Edwin J. Elton

Published by The MIT Press
ISBN 10: 0262515318 / ISBN 13: 9780262515313
Used / Paperback / Quantity Available: 0
Available From More Booksellers
View all  copies of this book

About the Book

We're sorry; this specific copy is no longer available. AbeBooks has millions of books. We've listed similar copies below.

Description:

Paperback. 492 pages. Dimensions: 9.1in. x 6.3in. x 1.2in.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. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Bookseller Inventory #

About this title:

Book ratings provided by Goodreads:
4.5 avg rating
(2 ratings)

Synopsis:

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.

Review:

Through their scholarship and through their students, Elton and Gruber have for 35 years led the development of Modern Portfolio Theory and its applications. By underpinning the creation of the European Finance Association, Ned and Marty also helped create today's international community of finance scholars. This volume documents their contribution to the theory and practice of investment.

(Elroy Dimson, President-Designate, European Finance Association; London Business School)

"About this title" may belong to another edition of this title.

Bibliographic Details

Title: Investments - Vol. I: Portfolio Theory and ...
Publisher: The MIT Press
Binding: Paperback
Book Condition: New

Top Search Results from the AbeBooks Marketplace

1.

Edwin J. Elton; Martin J. Gruber
Published by The MIT Press (2003)
ISBN 10: 0262515318 ISBN 13: 9780262515313
New Paperback Quantity Available: 1
Seller
Irish Booksellers
(Rumford, ME, U.S.A.)
Rating
[?]

Book Description The MIT Press, 2003. Paperback. Book Condition: New. book. Bookseller Inventory # M0262515318

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 46.40
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

2.

Edwin J. Elton, Martin J. Gruber
Published by The MIT Press (2003)
ISBN 10: 0262515318 ISBN 13: 9780262515313
New Paperback Quantity Available: 1
Seller
Ergodebooks
(RICHMOND, TX, U.S.A.)
Rating
[?]

Book Description The MIT Press, 2003. Paperback. Book Condition: New. Bookseller Inventory # DADAX0262515318

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 47.00
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

3.

Edwin J. Elton
Published by MIT Press (MA) (1999)
ISBN 10: 0262515318 ISBN 13: 9780262515313
New Paperback Quantity Available: 1
Seller
Revaluation Books
(Exeter, United Kingdom)
Rating
[?]

Book Description MIT Press (MA), 1999. Paperback. Book Condition: Brand New. 492 pages. In Stock. Bookseller Inventory # zk0262515318

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 52.63
Convert Currency

Add to Basket

Shipping: US$ 7.72
From United Kingdom to U.S.A.
Destination, Rates & Speeds

4.

Edwin J. Elton
Published by The MIT Press (2003)
ISBN 10: 0262515318 ISBN 13: 9780262515313
Used Paperback Quantity Available: 1
Seller
Books Express
(Portsmouth, NH, U.S.A.)
Rating
[?]

Book Description The MIT Press, 2003. Paperback. Book Condition: Good. Ships with Tracking Number! INTERNATIONAL WORLDWIDE Shipping available. May not contain Access Codes or Supplements. Buy with confidence, excellent customer service!. Bookseller Inventory # 0262515318

More Information About This Seller | Ask Bookseller a Question

Buy Used
US$ 112.53
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds