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- Phân loại: 658.15
- Tác giả: Francis, Jack Clark
- Thông tin XB: New Jersey: Wiley, 2013
- Mô tả vật lý: xviii, 554 p., cm.
- Tóm tắt: Providing a summary of the important findings from all of the financial research done since MPT was created and presents all the MPT formulas and models using one consistent set of mathematical symbols. Opening with an informative introduction to the concepts of probability and utility theory, it quickly moves on to discuss Markowitz's seminal work on the topic with a thorough explanation of the underlying mathematics. Analyzes portfolios of all sizes and types, shows how the advanced findings and ...
- Từ khóa: risk management; asset pricing model; CAPM; arbitrage pricing mdel; portfolio analysis; Sách Q4/2017
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- 114
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