Cover -- CONTENTS -- PART I. INTRODUCTION AND ILLUSTRATIONS -- 1. INTRODUCTION -- 2. ILLUSTRATIVE PORTFOLIO ANALYSES -- PART II. RELATIONSHIPS BETWEEN SECURITIES AND PORTFOLIOS -- 3. AVERAGES AND EXPECTED VALUES -- 4. STANDARD DEVIATIONS AND VARIANCES -- 5. INVESTMENT IN LARGE NUMBERS OF SECURITIES -- 6. RETURN IN THE LONG RUN -- PART III. EFFICIENT PORTFOLIOS -- 7. GEOMETRIC ANALYSIS OF EFFICIENT SETS -- 8. DERIVATION OF E, V EFFICIENT PORTFOLIOS -- 9. THE SEMI-VARIANCE -- PART IV. RATIONAL CHOICE UNDER UNCERTAINTY -- 10. THE EXPECTED UTILITY MAXIM -- 11. UTILITY ANALYSIS OVER TIME -- 12. PROBABILITY BELIEFS -- 13. APPLICATIONS TO PORTFOLIO SELECTION -- BIBLIOGRAPHY -- APPENDIX -- A. THE COMPUTATION OF EFFICIENT SETS -- B. A SIMPLEX METHOD FOR PORTFOLIO SELECTION -- C. ALTERNATIVE AXIOM SYSTEMS FOR EXPECTED UTILITY -- INDEX -- A -- B -- C -- D -- E -- F -- G -- H -- I -- J -- K -- L -- M -- N -- O -- P -- Q -- R -- S -- T -- U -- V -- W -- Z.