Mean-variance analysis in portfolio choice and capital markets
著者
書誌事項
Mean-variance analysis in portfolio choice and capital markets
B. Blackwell, 1987
- : pbk
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注記
Bibliography: p. [369]-374
Includes index
内容説明・目次
- 巻冊次
-
ISBN 9780631153818
内容説明
In 1952 "Portfolio Selection" was published, a paper which was to have a major influence on modern investment theory and practice. The purpose of this book, written by the same author, is to present a comprehensive and accessible account of the general mean-variance portfolio analysis and to illustrate its usefulness in the practice of portfolio management and the theory of capital markets.
目次
- The general portfolio selection model
- preliminary results
- solution to the general portfolio selection model
- special cases
- a portfolio selection programme.
- 巻冊次
-
: pbk ISBN 9780631178545
内容説明
The purpose of this book is two-fold - first, to present a comprehensive and accessible account of the general mean-variance portfolio analysis and second, to illustrate its usefulness in the practice of portfolio management and the theory of capital markets. The work is aimed at professional financial economists and operational research scholars, graduate students in courses in mean-variance analysis and advanced portfolio theory.
目次
- The general portfolio selection model
- preliminary results
- solution to the general portfolio selection model
- special cases
- a portfolio selection programme.
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