Introduction to mathematical portfolio theory
Auteur :
Joshi, Mark S. / Paterson, Jane M.
Éditeur :
Cambridge University Press
ISBN :
9781107042315
Date de publication :
11 juil. 2013
Dimensions :
21,0 x 15,0 x 2,5 cm
Poids :
640 g
Format :
book
Langue :
Anglais
Pays d'origine :
Grande Bretagne
A concise yet comprehensive guide to the mathematics of portfolio theory from a modelling perspective, with discussion of the assumptions, limitations and implementations of the models as well as the theory underlying them. Aimed at advanced undergraduates, this book can be used for self-study or as a course text.