√лавна€    Ex Libris     ниги    ∆урналы    —татьи    —ерии     аталог    Wanted    «агрузка    ’удЋит    —правка    ѕоиск по индексам    ѕоиск    ‘орум   
blank
јвторизаци€

       
blank
ѕоиск по указател€м

blank
blank
blank
 расота
blank
Bernstein P.L. Ч Capital Ideas: The Improbable Origins Of Modern Wall Street
Bernstein P.L. Ч Capital Ideas: The Improbable Origins Of Modern Wall Street



ќбсудите книгу на научном форуме



Ќашли опечатку?
¬ыделите ее мышкой и нажмите Ctrl+Enter


Ќазвание: Capital Ideas: The Improbable Origins Of Modern Wall Street

јвтор: Bernstein P.L.

јннотаци€:

When the 1974 recession hit Wall Street, investment professionals desperately turned to academia to help regain the value of their clients' holdings. Bernstein shows how Wall Street finally embraced the advences wrought in academic seminars and technical journals tht ultimately transformed the art of investing.


язык: en

–убрика: Ёкономика и финансы/

—татус предметного указател€: √отов указатель с номерами страниц

ed2k: ed2k stats

√од издани€: 1992

 оличество страниц: 340

ƒобавлена в каталог: 07.02.2010

ќперации: ѕоложить на полку | —копировать ссылку дл€ форума | —копировать ID
blank
ѕредметный указатель
"'Motionless' Motion of Swift's Flying Island, The" (Merton)      214
"Aircraft Compartment Design Criteria for the Army Deployment Mission" (Sharpe)      79
"Analysis of Economic Time Series, The" (Kendall)      96
"Behavior of Stock Prices, The" (Faraa)      132
"Beta Revolution: Learning to Live with Risk"      189
"Brownian Motion in the Stock Market" (Osborne)      103
"Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk" (Sharpe)      193
"Cost of Capital, Corporation Finance, and the Theory of Investment, The" (Modigliani/Miller)      169 174Ч175
"Dow Theory Comment"      30 34
"Growth Stocks and the Petersburg Paradox" (Durand)      155 168
"How Market Theory Can Help Investors Set Goals, Select Investment Managers, and Appraise Investment Performance" (O'Brien)      281
"How to Use Security Analysis to Improve Portfolio Selection" (Treynor/Black)      191
"Is American Business Worth More Dead Than Alive?" (Graham)      158
"Liquidity Preference as Behavior Toward Risk" (Tobin)      64
"Market and Industry Factors in Stock Price Performance" (King)      261
"Measuring the Investment Performance of Pension Funds" report      239
"Modern Portfolio Theory: How the New Investment Technology Evolved"      256
"Noise" (Black)      211
"Optimization of a Quadratic Function Subject to Linear Constraints, The" (Markowitz)      57 79
"Portfolio Selection" (Markowitz)      41 42 43 49 55 80 91
"Price Movements in Speculative Markets: Trends or Random Walks" (Alexander)      107
"Pricing of Options and Corporate Liabilities, The" (Black/Scholes)      221 225
"Proposal for a Smog Tax, A" (Sharpe)      79
"Random Difference Series for Use in the Analysis of Time Series, A" (Working)      94 96
"Random Walks in Stock Market Prices" (Fama)      132
"Rational Theory of Warrant Pricing" (Samuelson)      207
"RHM Warrant and Low-Price Stock Survey, The"      115 207
"Risk and the Evaluation of Pension Fund Performance" (Fama)      239
"Safety First and the Holding of Assets" (Roy)      55 56
"Simplified Model for Portfolio Analysis, A" (Sharpe)      78 85
"Smith, Adam"      87 133
"State of the Art in Our Profession, The" (Vertin)      255
"Stock Market 'Patterns' and Financial Analysis" (Roberts)      98
"Theoretical Valuation Formula for Options, Warrants, and Other Securities, A" (Black/Scholes)      220
"Toward a Theory of Market Value of Risky Assets" (Treynor)      186
"Trouble With Earnings, The" (Treynor)      183
"Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets" (Lintner)      198
"Yes, Virginia, There Is Hope" (Black)      136
ABC of Speculation, The (Nelson)      28
Advanced Theory of Statistics, The (Kendall)      96 98
Aetna Insurance      282
Alexander, Sidney      107Ч109 110 127 131 133 136 214 304
American & Foreign Power      151
American Economic Review (AER)      174 175 291Ч292
American Express Company      235n
American Finance Association      42 124 137
American National Bank (Chicago)      251 262 263 280
American Stock Exchange      226
American Telephone and Telegraph (AT&T)      63 72 220 223
Amsterdam Stock Exchange      204
Apple Computer      83 218 219
Arbit, Harold      200 256 264
Arbitrage      171Ч173 176 182 201 217 287Ч288 294
Arbitrage Pricing Theory (APT)      201 277
Arrow, Kenneth      59 216 275
Arthur D.Little, Inc.      184 194 196 208 209
Asset mix      72Ч73 see
Associated Press averages      27
Associates in Finance      240
Avon      51 52
Ayres, Herbert      208
Bach, George Leland      164 166
Bachelier, Louis      18Ч23 29 38 88 94 96 104 105 109 110 115Ч116 119 120 123 131 204 209 301 305
Balance sheets      158Ч159 192
Bank Administration Institute      239
Bank of New York      237
Bank trust departments      51 52 64 234 see
Bankers Trust      237
Bankruptcy      179
Barr Rosenberg Associates (BARRA)      262 263 265 266
Barron, Clarence      28
Baruch, Bernard      142 143 157
Battle for Investment Survival, The (Loeb)      48
Baumol, William      76
Beale, Martin      84
Beard, Charles      165
Bell Journal      221 222
Bell Laboratories      221
Bergstrasser, Charles Milford      25 120
Bernoulli, Daniel      155
Beta      see "Risk systematic"
Biel, Heinz      52
Black Monday (October, 1987, crash)      285Ч294
Black, Fischer      124Ч125 134 136 182 190Ч191 196 208Ч211 213 214 216 217 220Ч225 227 228Ч229 239Ч240 250 267 272 279 294 305
Black/Scholes formula      210Ч211 213 216 217 220Ч225 227 229 272 294 305
Block trading      291 302
Boeing      227
Boesky, Ivan      125 292
Boissevain, Charles      31
Bond market      3 5 119 168 249
Bond(s), convertible      4
Bond(s), discount rates and      154
Bond(s), government      3 5 63 123
Bond(s), high-grade      154 159
Bond(s), interest rates      69 159
Bond(s), international      4
Bond(s), junk      3 123 176 178 301 302
Bond(s), liquidity      7 8
Bond(s), maturity      72
Bond(s), risk      160 179
Bond(s), treasury      see "Bond(s) government"
Bond(s), zero-coupon      4
Boness, A.James      208
Boston Company      237
Brady, Nicholas      288 290 291 292 297
Brealey, Richard      56 63 84 98 191
Brokerage commissions      3 128 141 192 304 see
Brown, Robert      22
Brownian motion      22 103Ч104 105 106
Buffet, Warren      142Ч143 145 158
Burbank, Harold      165Ч166
Butterfly swaps      4
Buy and hold strategy      35 87 107 108 109 149
California Public Employees Retirement System      193
Calls      see "Options"
Capital Asset Pricing Model (CAPM)      86Ч87 191Ч192 193 194Ч195 198Ч199 200Ч202 208Ч209 224
Capital Asset Pricing Model (CAPM), non-stock applicability      209Ч210 213
Capital Asset Pricing Model (CAPM), risk/return ratio in      213 244 260Ч261
Capital Asset Pricing Model (CAPM), time analysis and      215 216
Capital gains tax      9 108 128 179 303
Capital Guardian      303
Capital markets theory      112 115 116 119 122 158 160 161 170 200 217 305
Capital markets theory, competition and      173
Capital markets theory, corporate investment and      166Ч168 169Ч170 176 179Ч180
Capital markets theory, debt/equity ratios and      167 176
Capital markets theory, research      129
Capital, cost of      168Ч169 177 186
Capital, optimal structure of      167
Capital, preserving strategy      230
CAPM      see "Capital Asset Pricing Model"
CdS      3
CEIR      98
Center for Research in Security Prices (CRSP)      129 138 224 228 237 243 see
Chaffee, Jerome Bonaparte      24
Chaos theory      131Ч132 149 161
Charitable foundations      4 62 110
Chicago Board Options Exchange (CBOE)      219 225Ч227 276
Chrysler Corporation      220 223
Citibank      10
Citicorp      223 250
Collected Scientific Papers (Samuelson)      114
College Retirement Equities Fund (CREF)      113 251
Commodities market prices      95Ч97 119
Communications technology      139
Computer(s)      5 12 31 37 38
Computer(s), efficiency calculations      57 64 76 77
Computer(s), investment calculations      82Ч84 237
Computer(s), language      277
Computer(s), market behavior calculations      93Ч94 137
Computer(s), personal      83 93
Computer(s), portfolios      247 261
Computer(s), risk analysis      141
Computer(s), stock exchange      226
Computer(s), stock performance calculations      128 227 244
Consolidated Edison      157 218 219
Contingent Claims Analysis      223
Continuous-time model      215Ч216
Cook, Ransom      238
Cootner, Paul      18 131 208 267
Corporations, dividend policy      177 179
Corporations, investment and capital markets and      166Ч168 169Ч170 176 179Ч180 181
Corporations, taxation of      178 179
Corporations, valuation of      177 179 182Ч183 222 223 224 299
Covariance of assets      50Ч51 54 64 81 260 261
Cowles Commission for Research in Economics (University of Chicago)      33 37 45 46 55 66 67 92 94n 238
Cowles Foundation for Research in Economics (Yale University)      67
Cowles, Alfred, 3rd      29Ч30 31Ч33 34Ч38 46 55 65 88 91Ч94 105 110 112 128 129 131 140 149 181 258 305
Cox, John      277 278
Crane, Burton      104
Crick, Francis      12Ч13
D'Ambrosio, Charles      197n
Darwin, Charles      44 56 122
Davis, Harold      31Ч32
de la Vega, Joseph      204
Debreu, Gerard      216 258
Debt/equity ratios      167 168 176 178 179 222
Demographics, in investment strategies      61Ч64
Differential equations      210
Dimson, Elroy      47
Discount brokers      3
Discounting/discount rates      154 160 162 185
Distribution of wealth      200
Diversification      52 71 87 150 234 238Ч239 300
Diversification, maximum expected return and      53 63 73
Diversification, risk and      47Ч51 54 131 190
Dividend Discount Model      47 53 118 197
Dividend Discount Model, securities analysis and      182Ч183 244
Dividend Discount Model, stock prices and      154Ч155 156 160 161 162
Dividends      176 181Ч182
Dividends, corporate policy on      177 179
Dividends, estimated      153 155
Dividends, payment of      159 177 178
Dividends, reinvestment of      128 130
Dividends, taxation of      179
Dividends, yield on      150
Dodd, David      156 158 160Ч161 190
DOT transactions      5
Dow Jones Averages      see "Industrial Average (Dow Jones)"
Dow, Charles      24Ч28 29 30 33 35 96 99 120 136
Dow, Jones & Co.      24 26 28
Drexel, Morgan & Company      25
Durand, David      155Ч156 168 169 171 173 175 239
Eastman Kodak      51Ч52 242
Econometric Society      31Ч32 33
Econometrica      33 36 55 91 92 155 198
Econometrics      258Ч259
Economics (Samuelson)      112
Edison, Thomas      1 23Ч24
Efficient frontier      58 59Ч60 63 64 73 74 84
Efficient market concept      29 53 57 59Ч60 63 72 135Ч138 224 234 304
Efficient market concept, calculations      57Ч58
Efficient market concept, performance analysis and      140Ч142
Efficient market concept, risk models and      192
Efficient market concept, stock indexes and      81Ч82
Efficient market concept, stock prices and      160Ч161 211
Efficient market concept, tests of      138
Einstein, Albert      18 22 104
Ellis, Charles      266
Employee savings plans      4
Endowment funds      4 10Ч11 62 110 168
Entity Theory      168 169 173
Equilibrium      182 191 192 209
Equity management      257 264Ч265 267 293Ч294
ERISA      4
Ernst, Harry      127 137
exchange rates      5 171Ч172 230
Fama, Eugene      106Ч107 126Ч128 131 132 133 135Ч139 140 142 144Ч145 161 181 192 193 201 212 221 234 237 239Ч240 267 304 305
Fargo, William      234Ч235
Favorite Fifty stocks      51 52 156 242
Feldstein, Paul      244n
Filter investment strategy      108Ч109
Financial Analysis Department (FAD)      240
Financial Analysts Journal      43 80 120 132 183 196 197 244n 254 255 280
Fisher, Irving      32 33 37 55 94n 150
Fisher, Lawrence      128Ч131 137 237 239
Ford, Gerald      3
Forecasting      47 95
Foreign exchange markets      5 171Ч172 230
Fouse, William      243Ч246 247 250Ч251 252 256
Frankfurt Stock Exchange      5
Free market concept      2 168 298 299
Friedman, Milton      60 67 83n 165 301
Froot, Kenneth      304
Fulbright, William      92
Futures      4 7 21 282Ч283 286Ч288 289 302 304
Galai, Dan      225
Galbraith, John Kenneth      32 92Ч93
Gates, Bill      274
General Motors      52 54 242
General Theory of Employment, Interest, and Money (Keynes)      66 68 118
Gennotte, Gerard      292
Georgia Pacific Lumber      61
Gillette      61 68
Glass-Steagall Act      250
Gordon, Myron      176
Gould, Stephen Jay.      13
Graham, Benjamin      142 143 156Ч162 182 187 190 192
Great Crash, The (Galbraith)      92
Greyhound      250
Haberler, Gottfried      166
Haley, Bernard      175
Haloid Xerox      82
Hamilton, William Peter      28 29 30 32 33 34 35 96 99
Hansen, Alvin      151 152
Harriman, Averill      113
Hartwell, John      87 133
Harvard Business Review      195 196 198 243
Harvard Business School      110
Harvard University      114Ч115 251
Hedging schemes      204 205 230 293 302
Heller, Walter      133
Hicks, John      55
Hirschleifer, Jack      80 193 276
Hong Kong Stock Exchange      5n
Houthakker, Henry      116
Hume, David      44Ч45
IBM      51 237Ч238 244
IBM computers      83 106Ч107 237 277
ICI v. Camp      250
Illinois Bell      248 250
Income tax      129 178
Index arbitrage      4
Index funds      3 244 247 248Ч249 251 265 303 see
Industrial Average (Dow Jones)      27Ч28 35 37 38 75 91 100 101 105 139 244n 285Ч286
Industrial Average (S&P)      109
Industrial Management Review      107 118Ч119
Inflation      200 201
information      134 135Ч138 200
Information, competition for      140
Information, identifiable      138Ч139
Information, insufficient      170
Information, monopolistic      138 139 192 212Ч213
Information, noise and      124
Information, price      120 139 292
Information, risk and      190
Insider trading      125 138
Institute for Quantitative Analysis in Finance      85Ч86
Institutional investor      132Ч133 139 154 189 192 202 256 263Ч264 288
Institutional Investor, conferences      254 266
Insurance      269 271 see
1 2 3
blank
–еклама
blank
blank
HR
@Mail.ru
       © Ёлектронна€ библиотека попечительского совета мехмата ћ√”, 2004-2020
Ёлектронна€ библиотека мехмата ћ√” | Valid HTML 4.01! | Valid CSS! ќ проекте