Modern investment theory (Solution)

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Modern investment theory (Solution)
Robert A Haugen

• BACKGROUND
  
  • Introduction to Modern Investment Theory.
  • Securities and Markets.
  • Some Statistical Concepts.
    
• PORTFOLIO MANAGEMENT
  
  • Combining Individual Securities into Portfolios.
  • Finding the Efficient Set.
  • Factor Models.
  • Asset Allocation.
    
• ASSET PRICING THEORIES AND PERFORMANCE MEASUREMENT
  
  • The Capital Asset Pricing Model.
  • Empirical Tests of the Asset Pricing Model.
  • The Arbitrage Pricing Theory.
  • Measuring Performance with Asset Pricing Models.
  • Measuring Performance without Asset Pricing Models.
    
• INTEREST RATES AND BOND MANAGEMENT
  
  • The Level of Interest Rates.
  • The Term Structure of Interest Rates.
  • Bond Portfolio Management.
  • Duration and Interest Immunization.
    
• DERIVATIVE SECURITIES
  
  • European Option Pricing.
  • American Option Pricing.
  • Issues in Option Pricing.
  • Forward and Futures Contracts.
    
• TAXES STOCK VALUATION, AND MARKET EFFICIENCY
  
  • The Effect of Taxes on Strategy and Market Pricing.
  • Stock Valuation.
  • Mean Reversion in Profitability and Earnings Growth.
  • Market Efficiency: The Concept.
  • Market Efficiency: The Evidence.
    

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