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...
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| Autor principal: | Harrington, Diana R |
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| Formato: | Livro |
| Idioma: | Undetermined |
| Publicado em: |
Englewood Cliffs, N. J
Prentice-Hall
1987
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| Assuntos: | |
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
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