Kapitel in diesem Buch

1. Frontmatter i
2. Contents vii
3. Preface to the Second Printing ix
4. Preface xiii
5. Part I. Introduction and Illustrations
6. 1. Introduction 3
7. 2. Illustrative Portfolio Analyses 8
8. Part II. Relationships Between Securities and Portfolios
9. 3. Averages and Expected Values 37
10. 4. Standard Deviations and Variances 72
11. 5. Investment in Large Numbers of Securities 102
12. 6. Return in The Long Run 116
13. Part III. Efficient Portfolios
14. 7. Geometric Analysis of Efficient Sets 129
15. 8. Derivation of E, V Efficient Portfolios 154
16. 9. The Semi-Variance 188
17. Part IV. Rational Choice Under Uncertainty
18. 10. The Expected Utility Maxim 205
19. 11. Utility Analysis Over Time 243
20. 12. Probability Beliefs 257
21. 13. Applications to Portfolio Selection 274
22. Bibliography 305
23. A. The Computation of Efficient Sets 316
24. B. A Simplex Method for Portfolio Selection 337
25. C. Alternative Axiom Systems for Expected Utility 340
26. Index 349
27. Cowles Foundation Monographs 353