Modern portfolio theory : foundations, analysis, and new developments + website
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Hoboken, New Jersey :
John Wiley & Sons ,
c2013
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| Series: | Wiley finance series
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| Subjects: |
Table of Contents:
- 1. Probability foundations
- 2. Utility foundations
- 3. Mean-variance portfolio analysis
- 4. Non-mean-variance portfolios
- 5. Asset pricing models
- 6. Implementing the theory