Foundations of finance : portfolio decisions and securities prices /
Eugene F. Fama.
- New York, NY : Basic Books, 1976.
- xvii, 395 páginas : ilustraciones, gráficas, tablas a blanco y negro ; 24 cm.
Preface, XV -- Chapter 1. The behavior of stock market returns, 3 -- Chapter 2. The distribution of the return on a portfolio, 41 -- Chapter 3. The market model: theory and estimation, 63 -- Chapter 4. The market model: estimates, 99 -- Chapter 5. Efficient capital markets, 133 -- Chapter 6. Short-term interest rates as predictors of inflation, 169 -- Chapter 7. The two-parameter portfolio model, 212 -- Chapter 8. Capital market equilibrium in a two-parameter world, 257 -- Chapter 9. The two-parameter model: empirical tests, 320 -- References, 383 -- Index, 389