Risk-Return Analysis, Volume 2: The Theory and Practice of Rational Investing

INDEX

ACCUMULATE statement, 52, 53, 54, 274, 286, 289

Accumulation phase, 233

AC/LOC (asset-class/location). See Assets

Action matrices, 210

for MV heuristic, 219

optimum, 218

Advanced Micro Devices, 292

After-tax dollar, 229

Age

attributes, 38

of investor, 235

of MPT, 257

Albota, M. A., 136–137

Algorithms

code with MMR pivot selection algorithm, 342–343

processes, 306

SLP, 327

Allen, F., 11

Allen, R., 311–312

ALU (arithmetic local unit), 311

Analog Devices Inc., 292

Analyses

Blay and Markowitz TCPA, xx, 20, 207, 229, 231–237, 239–241, 243–245

Blay-Markowitz NPV, 226–231

HDMs using risk-return analysis, 1–2

many-period analyses, xv

Monte Carlo analysis, 21, 307

portfolio analysis, objectives, 207

portfolio selection with, 12–18

simulation analysis, ...