Mean-Variance Analysis In Portfolio Choice And Capital Markets

Mean-Variance Analysis In Portfolio Choice And Capital Markets

Paperback (25 Oct 1990)

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Publisher's Synopsis

The purpose of this book is two-fold - first, to present a comprehensive and accessible account of the general mean-variance portfolio analysis and second, to illustrate its usefulness in the practice of portfolio management and the theory of capital markets. The work is aimed at professional financial economists and operational research scholars, graduate students in courses in mean-variance analysis and advanced portfolio theory.

Book information

ISBN: 9780631178545
Publisher: Wiley Blackwell
Imprint: Cambridge University Press
Pub date:
Language: English
Weight: 635g
Height: 228mm
Width: 152mm
Spine width: 25mm