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Modern portfolio theory : foundations, analysis, and new developments + website / Jack Clark Francis, Dongcheol Kim.
- Format:
- Book
- Author/Creator:
- Francis, Jack Clark.
- Series:
- Wiley Finance
- Wiley finance series
- Language:
- English
- Subjects (All):
- Portfolio management.
- Risk management.
- Investment analysis.
- Physical Description:
- 1 online resource (578 p.)
- Edition:
- 1st edition
- Place of Publication:
- Hoboken, N.J. : Wiley, c2013.
- Language Note:
- English
- System Details:
- text file
- Summary:
- A through guide covering Modern Portfolio Theory as well as the recent developments surrounding it Modern portfolio theory (MPT), which originated with Harry Markowitz's seminal paper ""Portfolio Selection"" in 1952, has stood the test of time and continues to be the intellectual foundation for real-world portfolio management. This book presents a comprehensive picture of MPT in a manner that can be effectively used by financial practitioners and understood by students. Modern Portfolio Theory provides a summary of the important findings from all of the financial research don
- 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.
- Notes:
- Includes indexes.
- Includes bibliographical references and indexes.
- Description based on metadata supplied by the publisher and other sources.
- ISBN:
- 1-283-97802-4
- 1-118-42057-8
- 1-118-41720-8
- OCLC:
- 808628444
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