Introduction to Mathematical Portfolio Theory |
|
| Author:
| Joshi, Mark S.
Paterson, Jane M. |
| Series title: | International Series on Actuarial Science Ser. |
| ISBN: | 978-1-107-04231-5 |
| Publication Date: | Jul 2013 |
| Publisher: | Cambridge University Press
|
| Book Format: | Hardback |
| List Price: | USD $76.99 |
Book Description:
|
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.
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.