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Security Analysis and Portfolio Management
Notes 7. market 8. vertical
9. single-factor, multi-factor 10. arbitrageur
11. investment 12. efficient frontier
13. rational 14. alpha
15. less restrictive
11.16 Further Readings
Books Cleeton, Cloud E, Strategies for the Options Traders, NY, John Wiley.
Francis J.C. and Archer, S.H., Portfolio Analysis, Englewood Cliffs, NJ, Prentice
Hall.
Mayo, Herbert B., Basic Investments, The Dryden Press; Hinsdale.
Meredith, G.G., Capital Investment Decisions, NY, Harper & Row.
Renwick, Fred B., Introduction to Investments and Finance: Theory and Analysis, NY,
MacMillan.
296 LOVELY PROFESSIONAL UNIVERSITY
