Introduction to Mathematical Portfolio Theory

By Mark S. Joshi and Jane M. Paterson

Book Overview

In this concise yet comprehensive guide to the mathematics of modern portfolio theory the authors discuss mean-variance analysis, factor models, utility theory, stochastic dominance, very long term... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 1107042313
• ISBN13: 9781107042315
• Release Date: August 2013
• Publisher: Cambridge University Press
• Length: 325 Pages
• Weight: 1.40 lbs.
• Dimensions: 0.8" x 5.8" x 9.0"