Portfolio Theory & Financial Analyses Robert Alan Hill Download free books at Robert Alan Hill Portfolio Theory & Financial Analyses Download free eBooks at bookboon.com Portfolio Theory & Financial Analyses 1st edition © 2010 Robert Alan Hill & bookboon.com ISBN 978-87-7681-605-6 Download free eBooks at bookboon.com Portfolio Theory & Financial Analyses Contents Contents About the Author Part I: An Introduction An Overview 10 Introduction 10 1.1 he Development of Finance 10 1.2 Eicient Capital Markets 12 1.3 he Role of Mean-Variance Eiciency 14 1.4 he Background to Modern Portfolio heory 17 1.5 Summary and Conclusions 18 1.6 Selected References 20 Part II: he Portfolio Decision 21 Risk and Portfolio Analysis 22 Introduction 22 Mean-Variance Analyses: Markowitz Eiciency 23 2.1 www.sylvania.com We not reinvent the wheel we reinvent light Fascinating lighting offers an ininite spectrum of possibilities: Innovative technologies and new markets provide both opportunities and challenges An environment in which your expertise is in high demand Enjoy the supportive working atmosphere within our global group and beneit from international career paths Implement sustainable ideas in close cooperation with other specialists and contribute to inluencing our future Come and join us in reinventing light every day Light is OSRAM Download free eBooks at bookboon.com Click on the ad to read more Portfolio Theory & Financial Analyses Contents 2.2 he Combined Risk of Two Investments 26 2.3 he Correlation between Two Investments 30 2.4 Summary and Conclusions 33 2.5 Selected References 33 he Optimum Portfolio 34 Introduction 34 3.1 he Mathematics of Portfolio Risk 34 3.2 Risk Minimisation and the Two-Asset Portfolio 38 3.3 he Minimum Variance of a Two-Asset Portfolio 40 3.4 he Multi-Asset Portfolio 42 3.5 he Optimum Portfolio 45 3.6 Summary and Conclusions 48 3.7 Selected References 51 he Market Portfolio 52 Introduction 52 4.1 he Market Portfolio and Tobin’s heorem 53 4.2 he CML and Quantitative Analyses 57 4.3 Systematic and Unsystematic Risk 60 360° thinking Discover the truth at www.deloitte.ca/careers Download free eBooks at bookboon.com © Deloitte & Touche LLP and affiliated entities Click on the ad to read more ...Robert Alan Hill Portfolio Theory & Financial Analyses Download free eBooks at bookboon.com Portfolio Theory & Financial Analyses 1st edition © 2010 Robert Alan Hill... Alan Hill & bookboon.com ISBN 978-87-7681-605-6 Download free eBooks at bookboon.com Portfolio Theory & Financial Analyses Contents Contents About the Author Part I: An Introduction An Overview 10... to Modern Portfolio heory 17 1.5 Summary and Conclusions 18 1.6 Selected References 20 Part II: he Portfolio Decision 21 Risk and Portfolio Analysis 22 Introduction 22 Mean-Variance Analyses: