Chapter I | Capital Markets: Investment Performance |
Chapter II | Basics of Return and Risk: Efficient Frontier |
Chapter III | Preferences and Investor Choice |
Chapter IV | CAPM: The Portfolio Approach to Risk |
Chapter V | Understanding Security Market Line |
Chapter VI | Arbitrage Pricing Theory |
Chapter VII | Betas, Leverage, Discount Rate |
Chapter VIII | Information & Efficiency of Capital Markets |
SUMMARY | Short Summary of Chapters For Study |
Acknowledgements
I wish to thank the students in my 1996 Financial Management class for working with the notes to this book in the development phase, Ken Gray for his invaluable programming assistance and Zika Abzuk for system adminstration. I wish to thank my colleagues N. Prabhala, Geert Rouwenhorst and Campbell Harvey for their useful suggestions. I wish to thank Ibbotson Associates for the use of their Encorr software in the preparation of figures for this text. All errors are the sole responsibility of the author.
© William N. Goetzmann
YALE School of Management