The Journal of Finance · 1970 · 88 citations · 0 references
ManagementEconomicsFinanceFinancial EconomicsFinancial Risk ManagementQuantitative FinanceEquity RiskFinancial RiskMarket RiskPortfolio Risk ManagementPortfolio TheoryRisk-return AnalysisExpected Return ModelsRisk-return Trade-offsRisk-return Tradeoff Analysis
Part 1 The reaction of stock prices to new information technical analysis and random walks fundamental analysis and publicly available information can professional investors beat the market. Part 2 Valuation analyzing common stocks the behaviour of earnings. Part 3 Choosing a common stock portfolio the principles of portfolio selection how stocks move together measuring risk passive and active portfolios risk and return measuring investment performance.