| Preliminary Pages [i-xii] |
| PART I. Introduction and Illustrations |
| 1 |
Introduction [3] |
| 2 |
Illustrative Portfolio Analyses [8] |
| PART II. Relationships between Securities and Portfolios |
| 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 |
| 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 |
| 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 [309] |
| A |
The Computation of Efficient Sets |
| B |
A Simplex Method for Portfolio Selection |
| C |
Alternative Axiom Systems for Expected Utility |
| Index [341] |