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| Chapter | Page | |
| Preliminary Pages | i | |
PART I. INTRODUCTION AND ILLUSTRATIONS |
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| 1. | Introduction | 3 |
| 2. | Illustrative Portfolio Analyses | 8 |
PART II. RELATIONSHIPS BETWEEN SECURITIES AND PORTFOLIOS |
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| 3. | Averages and Expected Values | 37 |
| 4. | Standard Deviations and Variances | 72 |
| 5. | Investment in Large Numbers of Securities | 102 |
| 6. | Return in the Long Run | 116 |
PART III. EFFICIENT PORTFOLIOS |
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| 7. | Geometric Analysis of Efficient Sets | 129 |
| 8. | Derivation of E, V Efficient Portfolios | 154 |
| 9. | The Semi-Variance | 188 |
PART IV. RATIONAL CHOICE UNDER UNCERTAINTY |
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| 10. | The Expected Utility Maxim | 205 |
| 11. | Utility Analysis over Time | 243 |
| 12. | Probability Beliefs | 257 |
| 13. | Applications to Portfolio Selection | 274 |
| Bibliography | 305 | |
| Appendices A. The Computation of Efficient Sets B. A Simplex Method for Portfolio Selection C. Alternative Axiom Systems for Expected Utility |
309 | |
| Index | 341 |