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Modern Portfolio Theory and Investment Analysis.

The Journal of Finance · 1982 · Vol. 37(5) · pp. 1317–1317

Keith Smith✉Edwin J. Elton(New York University)M. J. Gruber

Abstract

An update of a classic book in the field, Modern Portfolio Theory examines the characteristics and analysis of individual securities as well as the theory and practice of optimally combining securities into portfolios. It stresses the economic intuition behind the subject matter while presenting advanced concepts of investment analysis and portfolio management. Readers will also discover the strengths and weaknesses of modern portfolio theory as well as the latest breakthroughs.

Financial Markets and Investment StrategiesModern portfolio theoryEconomicsInvestment portfolioPortfolioInvestment analysisInvestment (military)Financial economicsPortfolio investmentForeign portfolio investmentPost-modern portfolio theory

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