Portfolio theory and investment management
著者
書誌事項
Portfolio theory and investment management
Blackwell, 1994
2nd ed
大学図書館所蔵 件 / 全10件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
Includes bibliographical references and indexes
内容説明・目次
内容説明
The second edition of this widely acclaimed introductory text has been fully revised to provide a concise summary of modern portfolio theory.
目次
Preface. 1. The Revolution in Portfolio Theory: a Summary.
2. The Mean-variance Approach to Portfolio Management.
3. The Capital-asset Pricing Model.
4. The Efficient Market Hypothesis: The Early Evidence.
5. Implications of the Efficient Market Hypothesis.
6. The Efficient Market Hypothesis Revisited: Some Recent Developments.
7. Risk Measurement Services.
8. Option Pricing Theory.
Appendix: Study Questions.
References.
Index.
「Nielsen BookData」 より