Modern portfolio theory foundations, analysis, and new developments + website /
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Electronic |
| Language: | English |
| Published: |
Hoboken, N.J. :
Wiley,
c2013.
|
| Series: | Wiley finance series
|
| Subjects: | |
| Online Access: | https://recursos.uloyola.es/login?url=https://accedys.uloyola.es:8443/accedix0/sitios/ebook.php?id=177925 |
Table of Contents:
- 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.