INTRODUCTION TO MATHEMATICAL PORTFOLIO THEORY

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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Bibliographic Details
Main Author: Joshi, Mark S. (Author)
Format: Book
Language:English
Published: Cambridge Cambridge University Press 2013
Edition:Print Book, English, 2013
Series:International series on actuarial science
Subjects:
Portfolio management > Mathematical models
Portfolio > Management
Online Access:Click Here to View Status and Holdings.
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