Modern Portfolio Theory and Financial Institutions

Front Matter....Pages i-xiii
Modern Portfolio Theory and Investment Management....Pages 1-20
Two Applications of Modern Portfolio Theory to Portfolio Risk Analysis....Pages 21-53
Risk and Rates of Return in British Unit Trusts: Bull and Bear Market Movements, 1973–8....Pages 54-74
Portfolio Theory and the Management of Investment Trust Companies....Pages 75-94
The Role of Risk in Industry Analysis....Pages 95-107
The Role of Traded Options in Portfolio Management....Pages 108-134
Methods of Incorporating Risk in the Analysis of Commercial Property Investment: Multi-Period Asset Pricing Approach....Pages 135-162
Implications of Modern Portfolio Theory for Life Assurance Companies....Pages 163-180
The Consequences of the Removal of Exchange Controls on Portfolios and the Flow of Funds in the UK....Pages 181-210
The Contrast between Portfolio Theory and Econometric Models of the U.K. Monetary Sector....Pages 211-230
Back Matter....Pages 231-253