Advances in portfolio construction and implementation
Modern Portfolio Theory explores how risk averse investors construct portfolios in order to optimize market risk against expected returns. The theory quantifies the benefits of diversification. Modern Portfolio Theory provides a broad context for understanding the interactions of systematic risk and...
| Other Authors: | Satchell, Stephen, 1949-, Scowcroft, Alan., ScienceDirect (Online service) |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Amsterdam ; Oxford :
Butterworth-Heinemann,
2003.
|
| Physical Description: |
1 online resource (xvi, 365 pages). |
| Series: |
Cambridge elements. Elements in quantitative finance.
|
| Subjects: |
CMU Electronic Access
Electronic Resource Click Here| Location | Call Number: | Status |
|---|---|---|
| CMU Electronic Access | Available |