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

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 intelle...

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Bibliographic Details
Main Author: Francis, Jack Clark (-)
Other Authors: Kim, Dongcheol, 1955-
Format: eBook
Language:Inglés
Published: Hoboken, N.J. : Wiley c2013.
Edition:1st edition
Series:Wiley finance series
Wiley Finance
Subjects:
See on Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628561206719
Description
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
Item Description:Includes indexes.
Physical Description:1 online resource (578 p.)
Bibliography:Includes bibliographical references and indexes.
ISBN:9781283978026
9781118420577
9781118417201