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Portfolio analysis

Author: Jack Clark Francis; Stephen Hunt Archer
Publisher: Englewoods Cliffs, N.J. : Prentice-Hall, ©1979.
Series: Prentice-Hall foundations of finance series.
Edition/Format:   Print book : English : 2d edView all editions and formats
Summary:
Risk estimates; Portfolio analysis; Portfolio theory; Utility analysis; Asset and liability management by means of portfolio analysis; Nonsystematic distribution of returns.
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Additional Physical Format: Online version:
Francis, Jack Clark.
Portfolio analysis.
Englewoods Cliffs, N.J. : Prentice-Hall, ©1979
(OCoLC)763483320
Document Type: Book
All Authors / Contributors: Jack Clark Francis; Stephen Hunt Archer
ISBN: 0136866751 9780136866756
OCLC Number: 4496176
Description: xvi, 411 pages : graphs ; 24 cm.
Contents: Introduction --
Section 1: Risk estimates --
Finite-probability foundations --
Risk, efficiency, and diversification --
Generating the statistical inputs --
Section 2: Portfolio analysis --
Markowitz portfolio analysis graphically --
Mathematical portfolio analysis --
Simplified models for portfolio analysis --
Section 3: Portfolio theory --
Capital market theory --
The limits of diversification --
Portfolio performance evaluation --
Section 4: Utility analysis --
Single-period utility analysis --
Multi-period portfolio analysis --
Section 5: Asset and liability management by means of portfolio analysis --
Portfolio analysis of assets and liabilities simultaneously --
Section 6: Nonsymmetric distributions of returns --
Log-normally distributed returns --
Semivariance analysis --
Portfolio theory in three moments --
Some conclusions.
Series Title: Prentice-Hall foundations of finance series.
Responsibility: Jack Clark Francis, Stephen H. Archer.

Abstract:

Risk estimates; Portfolio analysis; Portfolio theory; Utility analysis; Asset and liability management by means of portfolio analysis; Nonsystematic distribution of returns.

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