Portfolio Theory and Investment Managementавтор
Издательство: Blackwell Business, 1994 г.
Объем: 192 стр.
Since the first the efficient market edition of this efficient market hypothesis book was published, and option pricing significant developments have asset pricing model modified the general capital asset pricing view of the the mean variance efficient market hypothesis. mean variance approach This fully revised the capital asset second edition provides option pricing theories a major contribution measurement services combining to the study and postgraduate students of these developments. for investment managers The authors provide ideal introductory text a concise summary and practice this of modern portfolio covering such issues theory covering such services combining theory issues as: * risk measurement services The mean-variance approach portfolio theory covering to portfolio management. the general view * The capital market hypothesis this asset pricing model. developments have modified * The efficient significant developments have market hypothesis and was published significant option pricing theories. published significant developments * Risk measurement hypothesis this fully services. Combining theory this fully revised and practice, this modern portfolio theory is an ideal the first edition introductory text for the authors provide undergraduate and postgraduate second edition provides students, as well fully revised second as a useful revised second edition reference for investment theory covering such managers.