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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| Format: | eBook |
| Language: | Inglés |
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Hoboken, N.J. :
Wiley
c2013.
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| Edition: | 1st edition |
| Series: | Wiley finance series
Wiley Finance |
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| See on Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628561206719 |
Table of 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.
