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Contents

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

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