Modern portfolio theory [electronic resource] : foundations, analysis, and new developments + website / Jack Clark Francis, Dongcheol Kim.

By: Contributor(s): Material type: TextTextSeries: Wiley finance seriesPublication details: Hoboken, N.J. : Wiley, c2013.Description: xviii, 554 p. : illSubject(s): Genre/Form: DDC classification:
  • 332.601 23
LOC classification:
  • HG4529.5 .F727 2013eb
Online resources:
Contents:
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.
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
No physical items for this record

Includes indexes.

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.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

There are no comments on this title.

to post a comment.