Francis, Kim:

Modern Portfolio Theory: Foundations, Analysis, and New Developments, + Website

Instructor Companion Site

Table Of Contents

Chapter 1: Introduction

Chapter 2: Assessing Risk

Chapter 3: Risk and Diversification: An Overview

Chapter 4: Single-Period Utility Analysis

Chapter 5: Graphical Portfolio Analysis

Chapter 6: Mathematical Portfolio Analysis

Chapter 7: Advanced Portfolio Aanalysis Topics

Chapter 8: Index Models and Return Generating Process

Chapter 9: Non-Normal Distributions of Returns

Chapter 10: Non-Mean-Variance Investment Decisions

Chapter 11: Risk Management: Value at Risk

Chapter 12: The Capital Asset Pricing Model (CAPM)

Chapter 13: Extensions of the Standard CAPM

Chapter 14: Empirical Tests of CAPM

Chapter 15: Continuous-Time Asset Pricing Models

Chapter 16: Arbitrage Pricing Theory (APT)

Chapter 17: Portfolio Construction and Selection

Chapter 18: Portfolio Performance Evaluation

Chapter 19: Performance Attribution

Chapter 20: Stock Market Developments
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