Modern portfolio theory [electronic resource] : foundations, analysis, and new developments + website / Jack Clark Francis, Dongcheol Kim.
Material type: TextSeries: Wiley finance seriesPublication details: Hoboken, N.J. : Wiley, c2013.Description: xviii, 554 p. : illSubject(s): Genre/Form: DDC classification:- 332.601 23
- HG4529.5 .F727 2013
Item type | Current library | Call number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|
Ebook | TUS: Midlands, Main Library Athlone Online | eBook (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. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.