Portfolio Selection and Asset Pricing

Name: Portfolio Selection and Asset Pricing
SKU: 3106556
Price: 135.99 AUD
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Format:

Paperback / softback

Series:

Lecture Notes in Economics and Mathematical Systems

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Description

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. Some innovative models and empirical research works are given in subsequent chapters following the review. For example, a model for portfolio selection with order of expected returns is presented in Chapter 2, the model addresses the inaccuracy in the estimation the expected returns of securities by putting the expected returns of securities as variables rather than known constant. Readers will see some new results which are very practical and interesting.

Release date Australia

February 25th, 2002

Author

Audience

Undergraduate

Edition

Softcover reprint of the original 1st ed. 2002

Illustrations

7 Illustrations, black and white; XII, 200 p. 7 illus.

Pages

200

Series

Lecture Notes in Economics and Mathematical Systems

Dimensions

156x234x11

ISBN-13

9783540429159

Product ID

3106556

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