Portfolio Selection and Asset Pricing
Wang, Shouyang; Xia, Yusen
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Description for Portfolio Selection and Asset Pricing
Paperback. This monograph consists of two parts. One part is portfolio selection theory and the other part is capital asset pricing theory. For each part, a comprehensive review of the original theory, efforts to improve the theory afterwards and future works to be done are presented. Series: Lecture Notes in Economics and Mathematical Systems. Num Pages: 212 pages, 7 black & white illustrations, biography. BIC Classification: KC; PB. Category: (UU) Undergraduate. Dimension: 234 x 156 x 11. Weight in Grams: 316.
In our daily life, almost every family owns a portfolio of assets. This portfolio could contain real assets such as a car, or a house, as well as financial assets such as stocks, bonds or futures. Portfolio theory deals with how to form a satisfied portfolio among an enormous number of assets. Originally proposed by H. Markowtiz in 1952, the mean-variance methodology for portfolio optimization has been central to the research activities in this area and has served as a basis for the development of modem financial theory during the past four decades. Follow-on work with this approach has born ... Read more
In our daily life, almost every family owns a portfolio of assets. This portfolio could contain real assets such as a car, or a house, as well as financial assets such as stocks, bonds or futures. Portfolio theory deals with how to form a satisfied portfolio among an enormous number of assets. Originally proposed by H. Markowtiz in 1952, the mean-variance methodology for portfolio optimization has been central to the research activities in this area and has served as a basis for the development of modem financial theory during the past four decades. Follow-on work with this approach has born ... Read more
Product Details
Format
Paperback
Publication date
2002
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
212
Condition
New
Series
Lecture Notes in Economics and Mathematical Systems
Number of Pages
200
Place of Publication
Berlin, Germany
ISBN
9783540429159
SKU
V9783540429159
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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