Modern portfolio theory : foundations, analysis, and new developments + website / / Jack Clark Francis, Dongcheol Kim.
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Year of Publication: | 2013 |
Language: | English |
Series: | Wiley finance series
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Online Access: | |
Physical Description: | xviii, 554 p. :; ill. |
Notes: | Includes indexes. |
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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.