Portfolio selection and asset pricing /

This monograph consists of two parts. One part is portfolio selection theory and the other part is capital asset pricing theory. For each part, a comprehensive review of the original theory, efforts to improve the theory afterwards and future works to be done are presented. Some innovative models an...

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Bibliographic Details

Main Author:	Wang, Shouyang, 1958-
Corporate Author:	SpringerLink (Online service)
Other Authors:	Xia, Yusen
Format:	eBook
Language:	English
Published:	Berlin ; New York : Springer, [2002]
Series:	Lecture notes in economics and mathematical systems ; 514.
Subjects:	Investments > Mathematical models. Portfolio management > Mathematical models. Portfolio-analyse. Optimaliseren. Wiskundige modellen. Portfolio Selection. Capital-Asset-Pricing-Modell. Aktienmarkt. China. Electronic books.
Online Access:	Connect to the full text of this electronic book