Table of Contents

PART 1 INTRODUCTION

Chapter 1: Introduction

Chapter 2: Financial Securities

Chapter 3: Financial Markets

PART 2 PORTFOLIO ANALYSIS

Section 1 MEAN VARIANCE PORTFOLIO THEORY

Chapter 4: The Characteristics of the Opportunity Set Under Risk

Chapter 5: Delineating Efficient Portfolios

Chapter 6: Techniques for Calculating the Efficient Frontier

Section 2 SIMPLIFYING THE PORTFOLIO SELECTION PROCESS

Chapter 7: The Correlation Structure of Security Returns: The Single-Index Model

Chapter 8: The Correlation Structure of Security Returns: Multi-Index Models and Grouping Techniques

Chapter 9: Simple Techniques for Determining the Efficient Frontier

Section 3 SELECTING THE OPTIMUM PORTFOLIO

Chapter 10: Estimating Expected Returns

Chapter 11: How to Select Among the Portfolios in the Opportunity Set

Section 4 WIDENING THE SELECTION UNIVERSE

Chapter 12: International Diversification

PART 3 MODELS OF EQUILIBRIUM IN THE CAPITAL MARKETS

Chapter 13: The Standard Capital Asset Pricing Model

Chapter 14: Nonstandard Forms of Capital Asset Pricing Models

Chapter 15: Empirical Tests of Equilibrium Models

Chapter 16: The Arbitrage Pricing Model APT - A Multifactor Approach to Explaining Asset Prices

PART 4 SECURITY ANALYSIS AND PORTFOLIO THEORY

Chapter 17: Efficient Markets

Chapter 18: The Valuation Process

Chapter 19: Earnings Estimation

Chapter 20: Behavioral Finance, Investor Decision Making, and Asset Prices

Chapter 21: Interest Rate Theory and the Pricing of Bonds

Chapter 22: The Management of Bond Portfolios

Chapter 23: Option Pricing Theory

Chapter 24: The Valuation and Uses of Financial Futures

PART 5 EVALUATING THE INVESTMENT PROCESS

Chapter 25: Mutual Funds

Chapter 26: Evaluation of Portfolio Performance

Chapter 27: Evaluation of Security Analysis

Chapter 28: Portfolio Management Revisited

Index