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The Investment Portfolio User's Manual
The Investment Portfolio User's Manual
Intellipro, Inc.
Christopher Blake, Fordham Univ.
Edwin J. Elton, New York Univ.
Martin J. Gruber, New York Univ.
Georgio DeSantis, Univ. of Southern California
Joseph Finnerty, Univ. of Illinois - Champaign
William N. Goetzmann, Yale Univ.
Ehud Ronn, Univ. of Texas - Austin
ISBN: 978-0-471-24610-7
©1998
216 pages
INSTRUCTORS
STUDENTS
TITLE INFORMATION
Description  |  Table of Contents  |  Detailed Contents  |  Hallmark Features
Hallmark Features
  • Calculate correlations, covariances, means and standard deviations
  • Plot and graph the efficient frontier under various assumptions.
    • regarding short sales and riskless lending and borrowing.
  • Perform duration analysis and estimate spot rates for bonds.
  • Do performance evaluation using single and multi-index and equilibrium models.
  • Calculate prices for futures and prices and implied volatility for options.
 

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