Portfolio Selection : Efficient Diversification of Investments

Cover -- CONTENTS -- PART I. INTRODUCTION AND ILLUSTRATIONS -- 1. INTRODUCTION -- 2. ILLUSTRATIVE PORTFOLIO ANALYSES -- PART II. RELATIONSHIPS BETWEEN SECURITIES AND PORTFOLIOS -- 3. AVERAGES AND EXPECTED VALUES -- 4. STANDARD DEVIATIONS AND VARIANCES -- 5. INVESTMENT IN LARGE NUMBERS OF SECURITIES -- 6. RETURN IN THE LONG RUN -- PART III. EFFICIENT PORTFOLIOS -- 7. GEOMETRIC ANALYSIS OF EFFICIENT SETS -- 8. DERIVATION OF E, V EFFICIENT PORTFOLIOS -- 9. THE SEMI-VARIANCE -- PART IV. RATIONAL CHOICE UNDER UNCERTAINTY -- 10. THE EXPECTED UTILITY MAXIM -- 11. UTILITY ANALYSIS OVER TIME