Portfolio Theory. With Application to Bank Asset Management

Content: 
Front Matter, Page iii
Copyright, Page iv
Dedication, Page v
PREFACE, Pages xi-xii
NOTATION, Pages xiii-xiv
CHAPTER 1 - INVESTMENT DECISIONS UNDER UNCERTAINTY, Pages 1-20
CHAPTER 2 - PROPERTIES OF THE EFFICIENT FRONTIER: THE NONSINGULAR CASE, Pages 21-34
CHAPTER 3 - PROPERTIES OF THE BOUNDARY PORTFOLIOS, Pages 35-47
CHAPTER 4 - ORTHOGONAL PORTFOLIOS AND COVARIANCE AMONG BOUNDARY PORTFOLIOS, Pages 48-62
CHAPTER 5 - ENLARGING THE SET OF INVESTMENTS: PROPERTIES OF EQUIVALENCE AND DOMINANCE, Pages 63-70
CHAPTER 6 - ENLARGING THE SET OF INVESTMENTS WITH A RISKLESS ASSET, Pages 71-83
CHAPTER 7 - PROPERTIES OF THE EFFICIENT FRONTIER WITH ONE RISKLESS ASSET, Pages 84-92
CHAPTER 8 - ENLARGING THE SET OF INVESTMENTS: THE GENERAL SINGULAR CASE, Pages 93-103
CHAPTER 9 - PROPERTIES OF THE EFFICIENT FRONTIER IN THE GENERAL SINGULAR CASE, Pages 104-111
CHAPTER 10 - MUTUAL FUNDS AND GENERALIZED SEPARATION, Pages 112-119
CHAPTER 11 - MULTIPLE SINGULARITIES AND MULTIPLE DOMINANCE, Pages 120-129
CHAPTER 12 - THE PORTFOLIO PROBLEM WITH NONNEGATIVITY CONSTRAINTS, Pages 130-142
CHAPTER 13 - DIAGONAL AND LINEAR MODELS, Pages 143-152
CHAPTER 14 - THE CAPITAL ASSET PRICING MODEL, Pages 153-161
CHAPTER 15 - PORTFOLIO SELECTION IN AN INFLATIONARY OR MULTICURRENCY ENVIRONMENT, Pages 162-170
CHAPTER 16 - BANK ASSETS AND PORTFOLIO MANAGEMENT, Pages 171-183
APPENDIX A - THE STRUCTURE OF THE VARIANCE–COVARIANCE MATRIX, Pages 185-186
APPENDIX B - PROOF THAT αγ – β2 > 0, Pages 187-188
APPENDIX C - PROOF OF PROPERTY (2.15), Pages 189-190
APPENDIX D - THE EXISTENCE OF AN ORTHONORMAL BASIS, Pages 191-192
APPENDIX E - THE INVERSE OF A PARTITIONED MATRIX, Pages 193-196
APPENDIX F - PROOF OF CONDITION (6.17), Pages 197-198
APPENDIX G - CONSTRUCTION OF THE TRANSFORMATION MATRIX K, Pages 199-200
APPENDIX H - PROOF OF CONDITION (8.49), Pages 201-202
APPENDIX I - ON THE NUMERICAL CONSTRUCTION OF THE BEST FIT INDEX, Pages 203-206
REFERENCES, Pages 207-210
INDEX, Pages 211-215
ECONOMIC THEORY, ECONOMETRICS, AND MATHEMATICAL ECONOMICS, Pages ibc1-ibc2