INTRODUCTION TO MATHEMATICAL PORTFOLIO THEORY
In this concise yet comprehensive guide to the mathematics of modern portfolio theory the authors discuss mean-variance analysis, factor models, utility theory, stochastic dominance, very long term investing, the capital asset pricing model, risk measures including VAR, coherence, market efficiency,...
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| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
2013
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| Edition: | Print Book, English, 2013 |
| Series: | International series on actuarial science
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| Subjects: | |
| Online Access: | Click Here to View Status and Holdings. |
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| 100 | 1 | # | |a Joshi, Mark S. |e author |
| 245 | 0 | 0 | |a INTRODUCTION TO MATHEMATICAL PORTFOLIO THEORY |c MARK S. JOSHI, JANE M. PATERSON |
| 250 | # | # | |a Print Book, English, 2013 |
| 264 | # | 1 | |a Cambridge |b Cambridge University Press |c 2013 |
| 264 | # | 4 | |c ©2013 |
| 300 | # | # | |a xii, 314 pages |b illustrations |c 24 cm |
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| 490 | 0 | # | |a International series on actuarial science |
| 504 | # | # | |a Includes bibliographical references and index |
| 520 | # | # | |a In this concise yet comprehensive guide to the mathematics of modern portfolio theory the authors discuss mean-variance analysis, factor models, utility theory, stochastic dominance, very long term investing, the capital asset pricing model, risk measures including VAR, coherence, market efficiency, rationality and the modelling of actuarial liabilities |
| 526 | 0 | # | |a Ijazah Sarjana Muda (Kepujian) Sains Aktuari - CSC242 |5 Kolej Pengajian Pengkomputeran, Informatik dan Media |
| 546 | # | # | |a In English |
| 650 | # | 0 | |a Portfolio management |x Mathematical models |
| 650 | # | 0 | |a Portfolio |x Management |
| 830 | # | 0 | |a International series on actuarial science |
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