Models for Investors in Real World Markets

ISBN: 9780471356288 出版年：2009 页码：404 James R Thompson Edward E Williams Wiley

Preface. Introduction and the Institutional Environment. Some Conventional Building Blocks (With Various Reservations). Diversification and Portfolio Selection. Capital Market Equilibrium Theories. Equilibrium Implying Efficiency: The Neoclassical Fantasy. More Realistic Paradigms for Investment. Security Analysis. Empirical Financial Forecasting. Stock Price Growth as Noisy Compound Interest. Investing in Real World Markets: Returns and Risk Profiles. Common Stock Options. Summary, Some Unsettled (Unsettling) Questions, and Conclusions. Appendix A: A Brief Introduction to Probability and Statistics. Appendix B: Statistical Tables. Index.