Modern portfolio theory foundations, analysis, and new developments + website /
| Основен автор: | Francis, Jack Clark. |
|---|---|
| Автор-организации: | ebrary, Inc. |
| Други автори: | Kim, Dongcheol, 1955- |
| Формат: | Електронен |
| Език: | English |
| Публикувано: |
Hoboken, N.J. :
Wiley,
c2013.
|
| Серия: |
Wiley finance series
|
| Предмети: | |
| Онлайн достъп: |
An electronic book accessible through the World Wide Web; click to view |
Съдържание:
- 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.