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Advances in portfolio construction and implementation /
Modern Portfolio Theory explores how risk averse investors construct portfolios in order to optimize market risk against expected returns. The theory quantifies the benefits of diversification. Modern Portfolio Theory provides a broad context for understanding the interactions of systematic risk and...
| Clasificación: | Libro Electrónico |
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| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Amsterdam ; Oxford :
Butterworth-Heinemann,
2003.
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| Colección: | Cambridge elements. Elements in quantitative finance.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | Modern Portfolio Theory explores how risk averse investors construct portfolios in order to optimize market risk against expected returns. The theory quantifies the benefits of diversification. Modern Portfolio Theory provides a broad context for understanding the interactions of systematic risk and reward. It has profoundly shaped how institutional portfolios are managed, and has motivated the use of passive investment management techniques, and the mathematics of MPT is used extensively in financial risk management. Advances in Portfolio Construction and Implementation o. |
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| Descripción Física: | 1 online resource (xvi, 365 pages). |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 1280966335 9781280966330 9786610966332 6610966338 1417507632 9781417507634 0080471846 9780080471846 9780750654487 0750654481 |