Modern Portfolio Theory, + Website: Foundations, Analysis, and New Developments  -  Jack Clark Francis, Dongcheol Kim

KORTE INHOUD

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 summar...
2013 Taal: Engels zie alle details...
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2013 Uitgever: Wiley Reeks: Wiley Finance 576 paginas Taal: Engels ISBN-10: 111837052X ISBN-13: 9781118370520