|
TABLE OF CONTENTS
|
|
| Chapter |
|
Page |
|
Preliminary Pages |
i |
|
PART I.
INTRODUCTION AND ILLUSTRATIONS |
|
| 1. |
Introduction |
3 |
| 2. |
Illustrative Portfolio
Analyses |
8 |
|
PART II.
RELATIONSHIPS BETWEEN SECURITIES AND PORTFOLIOS |
|
| 3. |
Averages and Expected
Values |
37 |
| 4. |
Standard Deviations
and Variances |
72 |
| 5. |
Investment in Large
Numbers of Securities |
102 |
| 6. |
Return in the Long Run |
116 |
|
PART III.
EFFICIENT PORTFOLIOS |
|
| 7. |
Geometric Analysis of
Efficient Sets |
129 |
| 8. |
Derivation of E,
V Efficient Portfolios |
154 |
| 9. |
The Semi-Variance |
188 |
|
PART IV. RATIONAL
CHOICE UNDER UNCERTAINTY |
|
| 10. |
The Expected Utility
Maxim |
205 |
| 11. |
Utility Analysis over
Time |
243 |
| 12. |
Probability Beliefs |
257 |
| 13. |
Applications to
Portfolio Selection |
274 |
|
Bibliography |
305 |
|
Appendices
A. The Computation of Efficient Sets
B. A Simplex Method for Portfolio Selection
C. Alternative Axiom Systems for Expected Utility |
309 |
|
Index |
341 |
