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...
Wedi'i Gadw mewn:
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| Fformat: | Llyfr |
| Iaith: | Undetermined |
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Englewood Cliffs, N. J
Prentice-Hall
1987
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| Tagiau: |
Ychwanegu Tag
Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
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| Crynodeb: | 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; and uses examples to show how practitioners have used these theories in estimating the coast of capital, funding portfolios, and selecting stocks. |
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