Modern portfolio theory
Francis, Jack Clark.
Modern portfolio theory foundations, analysis, and new developments + website / [electronic resource] : Jack Clark Francis, Dongcheol Kim. - Hoboken, N.J. : Wiley, c2013. - xviii, 554 p. : ill. - Wiley finance series .
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.
Portfolio management.
Risk management.
Investment analysis.
Electronic books.
HG4529.5 / .F727 2013eb
332.601
Modern portfolio theory foundations, analysis, and new developments + website / [electronic resource] : Jack Clark Francis, Dongcheol Kim. - Hoboken, N.J. : Wiley, c2013. - xviii, 554 p. : ill. - Wiley finance series .
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.
Portfolio management.
Risk management.
Investment analysis.
Electronic books.
HG4529.5 / .F727 2013eb
332.601