Introduction to Mathematical Portfolio Theory

by Mark S. Joshi and Jane M. Paterson

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"