Investments - Vol. I: Portfolio Theory and Asset Pricing

by Martin Jay Gruber, Edwin J. Elton, Martin J. Gruber

This collection of articles in investment and portfolio management spans the thirty-five-year collaborative effort of two key figures in finance. Each of the nine sections begins with an overview that introduces the main contributions of the pieces and traces the development of the field. Each volume contains a foreword by Nobel laureate Harry Markowitz.

Volume I presents the authors' groundbreaking work on estimating the inputs to portfolio...

• Format: Hardcover
• Language: English
• ISBN: 0262050595
• ISBN13: 9780262050593
• Release Date: August 1999
• Publisher: Mit Press
• Length: 492 Pages
• Weight: 1.85 lbs.
• Dimensions: 1.2" x 6.3" x 9.2"
• Age Range: 18 years and up
• Grade Range: Postsecondary and higher