Modern portfolio theory foundations, analysis, and new developments + website - Francis, Jack Clark; Kim, Dongcheol, 1955- (Hoboken, N.J. : Wiley, 2013)
pt. 1. Probability foundations -- pt. 2. Utility foundations -- pt. 3. Mean-variance portfolio analysis -- pt. 4. Non-mean-variance portfolios -- pt. 5. Asset pricing models -- pt. 6. Implementing the theory.
Includes indexes.
Description based on metadata supplied by the publisher and other sources.
Electronic reproduction. Santa Fe, Arg.: elibro, 2021. Available via World Wide Web. Access may be limited to eLibro affiliated libraries.
Keywords: Portfolio management; Risk management; Investment analysis; Electronic books