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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PORTFOLIO MANAGEMENT FOR NEW PRODUCTS
Portfolio indexing theory and practice
Modern portfolio theory and investment analysis
