Portfolio theory and investment management
Author(s)
Bibliographic Information
Portfolio theory and investment management
Blackwell, 1994
2nd ed
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Note
Includes bibliographical references and indexes
Description and Table of Contents
Description
The second edition of this widely acclaimed introductory text has been fully revised to provide a concise summary of modern portfolio theory.
Table of Contents
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.
by "Nielsen BookData"