Foreword.
Preface to Revised Reissue.
Preface.
PART I: THE GENERAL PORTFOLIO SELECTION MODEL.
1. Portfolio Selection Models.
2. The General Mean-Variance Portfolio Selection Model.
3. Capabilities and Assumptions of the General Model.
PART II: PRELIMINARY RESULTS.
4. Properties of Feasible Portfolio Sets.
5. Sets Involving Mean, Variance, and Standard Deviation.
6. Portfolio Selection Models with Affine Constraint Sets.
PART III: SOLUTION TO THE GENERAL PORTFOLIO SELECTION MODEL.
7. Efficient Sets for Nondegenerate Models.
8. Getting Started.
9. Denegerate Cases.
10. All Feasible Mean-Variance Combinations.
PART IV: SPECIAL CASES.
11. Canonical Form on the Two-Dimensional Analysis.
12. Conical Constraint Sets and Efficiency of the Market Portfolio.
PART V: A PORFOLIO SELECTION PROGRAM.
13. Program Description (By G. Peter Todd).
Appendix: Elements of Matrix Algebra and Vector Spaces.
References.
Index.
