Modern portfolio theory [electronic resource] : foundations, analysis, and new developments + website / Jack Clark Francis, Dongcheol Kim.

By: Contributor(s): Series: Wiley finance seriesPublication details: Hoboken, N.J. : Wiley, c2013.Description: xviii, 554 p. : illSubject(s): Genre/Form: DDC classification:
  • 332.601 23
LOC classification:
  • HG4529.5 .F727 2013eb
Online resources:
Contents:
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.
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Item type Current library Call number URL Status Date due Barcode Item holds
E-Book E-Book Strathmore University (Main Library) Online Resource Link to resource Not for loan
Total holds: 0

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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