Cover Image

Advances in portfolio construction and implementation /

Show other versions (2)

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...

Full description

Bibliographic Details
Corporate Author: ScienceDirect (Online service)
Other Authors: Satchell, Stephen, 1949-, Scowcroft, Alan
Format: eBook
Language:English
Language Notes:English.
Published: Amsterdam ; Oxford : Butterworth-Heinemann, 2003.
Series:Cambridge elements. Elements in quantitative finance.
Subjects:
Portfolio management.
Portfolio management > Mathematical models.
Investments.
Investments
Gestion de portefeuille.
Gestion de portefeuille > Modèles mathématiques.
Investissements.
BUSINESS & ECONOMICS > Investments & Securities > General.
Portfolio management
Portfolio management > Mathematical models
Electronic books.
dissertations.
Academic theses
Academic theses.
Thèses et écrits académiques.
Online Access:Connect to the full text of this electronic book
Description
Summary: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.
Physical Description:1 online resource (xvi, 365 pages).
Bibliography:Includes bibliographical references and index.
ISBN:1280966335
9781280966330
9786610966332
6610966338
1417507632
9781417507634
0080471846
9780080471846
9780750654487
0750654481