Portfolio theory financial analyses

Robert Alan Hill Portfolio Theory & Financial Analyses Download free eBooks at bookboon.com... Portfolio Theory & Financial Analyses4 Contents Contents 1.1 he Development of Finance 10 1

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Robert Alan Hill

Portfolio Theory & Financial Analyses

Download free eBooks at bookboon.com

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Portfolio Theory & Financial Analyses

1st edition

ISBN 978-87-7681-605-6

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4

Contents

Contents

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

2.1 Mean-Variance Analyses: Markowitz Eiciency 23

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5

Contents

2.2 he Combined Risk of Two Investments 26

2.3 he Correlation between Two Investments 30

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

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

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