Portfolio Theory and Investment Management, 2nd Edition
January 1994, Wiley-Blackwell
1. The Revolution in Portfolio Theory: a Summary.
2. The Mean-variance Approach to Portfolio Management.
3. The Capital-asset Pricing Model.
4. The Efficient Market Hypothesis: The Early Evidence.
5. Implications of the Efficient Market Hypothesis.
6. The Efficient Market Hypothesis Revisited: Some Recent Developments.
7. Risk Measurement Services.
8. Option Pricing Theory.
Appendix: Study Questions.
Stephen Witt is Professor of Tourism Studies, University College, Swansea.
John Fielding is Lecturer in Finance and Accounting, Cranfield School of Management.
* The authors have combined theory and practice making this a very accessible text, ideal for introductory courses.
* A comprehensive yet concise summary of modern portfolio theory covering all the major approaches.