Modern portfolio theory, the capital asset pricing model and arbitrage pricing theory : A user's guide

This book includes material on arbitrage pricing theory, empirical research, and functional uses; it explains the development of modern portfolio theory and the capital asset pricing model from efficient market assumptions; it also discusses how the risk free and market rates of return are estimated...

Full beskrivning

Sparad:
Bibliografiska uppgifter
Huvudupphovsman: Harrington, Diana R
Materialtyp: Bok
Språk:Undetermined
Publicerad: Englewood Cliffs, N. J Prentice-Hall 1987
Ämnen:
Taggar: Lägg till en tagg
Inga taggar, Lägg till första taggen!
Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Cần Thơ