Modern portfolio theory foundations, analysis, and new developments + website /

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Bibliografiske detaljer
Hovedforfatter: Francis, Jack Clark
Institution som forfatter: ebrary, Inc
Andre forfattere: Kim, Dongcheol, 1955-
Format: Electronisk eBog
Sprog:engelsk
Udgivet: Hoboken, N.J. : Wiley, c2013.
Serier:Wiley finance series
Fag:
Online adgang:An electronic book accessible through the World Wide Web; click to view
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Indholdsfortegnelse:
  • pt. 1. Probability foundations
  • pt. 2. Utility foundations
  • pt. 3. Mean-variance portfolio analysis
  • pt. 4. Non-mean-variance portfolios
  • pt. 5. Asset pricing models
  • pt. 6. Implementing the theory.