Modern investment theory
The book differentiates itself in the following respects: First, the coverage of potfolio theory is complete and detailed, including a unique graphical explanation of the Markowitz procedure, the power of Markowitz risk management using comprehensive simulations with real data. Second, extensive cov...
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| Format: | Buch |
| Sprache: | Undetermined |
| Veröffentlicht: |
Englewood Cliffs, N. J
Prentice-Hall
1997
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
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| Zusammenfassung: | The book differentiates itself in the following respects: First, the coverage of potfolio theory is complete and detailed, including a unique graphical explanation of the Markowitz procedure, the power of Markowitz risk management using comprehensive simulations with real data. Second, extensive coverage is given to the issues related to capital asset pricing. Third, the book presentsinterest rates and bond management. Finally, as befitting the increasing popularity of these contracts, the coverage of options and forward and futures contracts is extensive |
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