Modern portfolio theory [electronic resource] : foundations, analysis, and new developments + website / Jack Clark Francis, Dongcheol Kim.
Material type:
- 332.601 23
- HG4529.5 .F727 2013eb
Item type | Current library | Call number | Status | Date due | Barcode |
---|---|---|---|---|---|
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Main Library | 332.601 (Browse shelf(Opens below)) | Available |
Includes indexes.
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.
Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
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