| Description |
1 online resource |
| Physical Medium |
polychrome. rdacc http://rdaregistry.info/termList/RDAColourContent/1003 |
| Description |
data file |
| Note |
Includes index. |
| Bibliography |
Includes bibliographical references and indexes. |
| 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. |
| Summary |
A through guide covering Modern Portfolio Theory as well as the recent developments surrounding it Modern portfolio theory (MPT), which originated with Harry Markowitz's seminal paper ""Portfolio Selection"" in 1952, has stood the test of time and continues to be the intellectual foundation for real-world portfolio management. This book presents a comprehensive picture of MPT in a manner that can be effectively used by financial practitioners and understood by students. Modern Portfolio Theory provides a summary of the important findings from all of the financial research don |
| Subject |
Portfolio management.
|
|
Risk management.
|
|
Investment analysis.
|
|
Risk Management |
|
Gestion de portefeuille. |
|
Gestion du risque. |
|
Analyse financière. |
|
risk management. |
|
Investment analysis |
|
Portfolio management |
|
Risk management |
| Added Author |
Kim, Dongcheol, 1955-
|
| Other Form: |
Print version: Francis, Jack Clark. Modern portfolio theory. Hoboken, N.J. : Wiley, ©2013 9781118370520 (DLC) 2012032323 |
| ISBN |
9781118417201 (epub) |
|
1118417208 (epub) |
|
9781118420577 (pdf) |
|
1118420578 (pdf) |
|
9781118434499 (mobipocket) |
|
1118434498 (mobipocket) |
|
111837052X |
|
9781118370520 |
|
(cloth) |
| Standard No. |
9781118417201 |
|
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