
Mean-Variance Portfolio Analysis: Portfolio Selection: Introductory Comments.- Mean-Variance Portfolio Analysis: The Markowitz Model.- Solution to the Markowitz Optimization Problem.- Properties of Efficient Portfolios.- The Markowitz Model with a Risk-Free Asset.- Efficient...

Mean-Variance Portfolio Analysis: Portfolio Selection: Introductory Comments.- Mean-Variance Portfolio Analysis: The Markowitz Model.- Solution to the Markowitz Optimization Problem.- Properties of Efficient Portfolios.- The Markowitz Model with a Risk-Free Asset.- Efficient...

This textbook is an elementary introduction to the key topics in mathematical finance and financial economics - two realms of ideas that substantially overlap but are often treated separately from each other. Our goal is to present the highlights in the field, with the emphasis...