Modern Portfolio Theory and Investment Analysis or Operations and Supply Chain Management

Modern Portfolio Theory and Investment Analysis

Author: Edwin J Elton

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.

Table of Contents:

Pt. 1	Introduction	1
Ch. 2	Financial Securities	11
Ch. 3	Financial Markets	25
Pt. 2	Portfolio Analysis	43
Sect. 1	Mean Variance Portfolio Theory	45
Ch. 4	The Characteristics of the Opportunity Set Under Risk	46
Ch. 5	Delineating Efficient Portfolios	70
Ch. 6	Techniques for Calculating the Efficient Frontier	97
Sect. 2	Simplifying the Portfolio Selection Process	127
Ch. 7	The Correlation Structure of Security Returns: The Single-Index Model	128
Ch. 8	The Correlation Structure of Security Returns: Multi-Index Models and Grouping Techniques	160
Ch. 9	Simple Techniques for Determining the Efficient Frontier	181
Sect. 3	Selecting the Optimum Portfolio	209
Ch. 10	Utility Analysis	210
Ch. 11	Other Portfolio Selection Models	231
Sect. 4	Widening the Selection Universe	261
Ch. 12	International Diversification	262
Pt. 3	Models of Equilibrium in the Capital Markets	293
Ch. 13	The Standard Capital Asset Pricing Model	294
Ch. 14	Nonstandard Forms of Capital Asset Pricing Models	311
Ch. 15	Empirical Tests of Equilibrium Models	341
Ch. 16	The Arbitrage Pricing Model Apt - A New Approach to Explaining Asset Prices	368
Pt. 4	Security Analysis and Portfolio Theory	405
Ch. 17	Efficient Markets	406
Ch. 18	The Valuation Process	449
Ch. 19	Earnings Estimation	477
Ch. 20	Interest Rate Theory and the Pricing of Bonds	494
Ch. 21	The Management of Bond Portfolios	534
Ch. 22	Option Pricing Theory	570
Ch. 23	The Valuation and Uses of Financial Futures	609
Pt. 5	Evaluating the Investment Process	629
Ch. 24	Evaluation of Portfolio Performance	630
Ch. 25	Evaluation of Security Analysis	672
Ch. 26	Portfolio Management Revisited	687
	Index	705

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Operations and Supply Chain Management

Author: Bernard W Taylor

Featuring an ideal balance of managerial issues and quantitative techniques, this introduction to operations management keeps pace with current innovations and issues in the field. It presents the concepts clearly and logically, showing readers how OM relates to real business. The new edition also integrates the experiences of a real company throughout each chapter to clearly illustrate the concepts. Readers will find brief discussions on how the company manages areas such as inventory and forecasting to provide a real-world perspective.

Table of Contents:

PART ONE: Operations Management.

1. Introduction to Operations Management.

S1. Operational Decision-Making Tools: Decision Analysis.

2. Quality Management.

3. Statistical Process Control.

S3. Operational Decision-Making Tools: Acceptance Sampling.

4. Product Design.

5. Service Design.

6. Processes and Technology.

7. Capacity and Facilities.

S7. Operational Decision-Making Tools: Facility Location Models.

8. Human Resources.

S8. Operational Decision-Making Tools: Work Measurement.

9. Project Management.

PART TWO: Supply Chain Management.

10. Supply Chain Management Strategy and Design.

11. Global Supply Chain Procurement and Distribution.

S11. Operational Decision-Making Tools: Transportation and Transshipment Models.

12. Forecasting.

13. Inventory Management.

S13. Operational Decision-Making Tools: Simulation.

14. Sales and Operations Planning.

S14. Operational Decision-Making Tools: Linear Programming.

15. Resource Planning.

16. Lean Systems.

17. Scheduling.

APPENDIX A—Normal Curve Areas.

SOLUTION TO SELECTED ODD-NUMBERED PROBLEMS.

INDEX.