Modern portfolio theory: foundations, analysis, and new developments + website
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, N.J.
Wiley
2013
|
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Online-Zugang: | TUM01 Volltext |
| Beschreibung: | A through guide covering Modern Portfolio Theory as well as the recent developments surrounding it Modern portfolio theory (MPT), which originated with Harry Markowitz's seminal paper ""Portfolio Selection"" in 1952, has stood the test of time and continues to be the intellectual foundation for real-world portfolio management. This book presents a comprehensive picture of MPT in a manner that can be effectively used by financial practitioners and understood by students. Modern Portfolio Theory provides a summary of the important findings from all of the financial research don Includes bibliographical references and indexes Pt. 1. Probability foundations -- pt. 2. Utility foundations -- pt. 3. Mean-variance portfolio analysis -- pt. 4. Non-mean-variance portfolios -- pt. 5. Asset pricing models -- pt. 6. Implementing the theory |
| Beschreibung: | 1 Online-Ressource (xviii, 554 p.) graph. Darst. |
| ISBN: | 1118417208 1118420578 9781118417201 9781118420577 |
Internformat
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| 245 | 1 | 0 | |a Modern portfolio theory |b foundations, analysis, and new developments + website |c Jack Clark Francis ; Dongcheol Kim |
| 264 | 1 | |a Hoboken, N.J. |b Wiley |c 2013 | |
| 300 | |a 1 Online-Ressource (xviii, 554 p.) |b graph. Darst. | ||
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| 490 | 0 | |a Wiley finance series | |
| 500 | |a A through guide covering Modern Portfolio Theory as well as the recent developments surrounding it Modern portfolio theory (MPT), which originated with Harry Markowitz's seminal paper ""Portfolio Selection"" in 1952, has stood the test of time and continues to be the intellectual foundation for real-world portfolio management. This book presents a comprehensive picture of MPT in a manner that can be effectively used by financial practitioners and understood by students. Modern Portfolio Theory provides a summary of the important findings from all of the financial research don | ||
| 500 | |a Includes bibliographical references and indexes | ||
| 500 | |a Pt. 1. Probability foundations -- pt. 2. Utility foundations -- pt. 3. Mean-variance portfolio analysis -- pt. 4. Non-mean-variance portfolios -- pt. 5. Asset pricing models -- pt. 6. Implementing the theory | ||
| 650 | 7 | |a BUSINESS & ECONOMICS / Investments & Securities / General |2 bisacsh | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Portfolio management | |
| 650 | 4 | |a Risk management | |
| 650 | 4 | |a Investment analysis | |
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Datensatz im Suchindex
| _version_ | 1804150415498936320 |
|---|---|
| any_adam_object | |
| author | Francis, Jack Clark 1941- |
| author_GND | (DE-588)1064028640 (DE-588)171051114 |
| author_facet | Francis, Jack Clark 1941- |
| author_role | aut |
| author_sort | Francis, Jack Clark 1941- |
| author_variant | j c f jc jcf |
| building | Verbundindex |
| bvnumber | BV041052976 |
| classification_rvk | QK 810 SK 980 |
| collection | ZDB-4-NLEBK |
| ctrlnum | (OCoLC)808628444 (DE-599)BVBBV041052976 |
| dewey-full | 332.601 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.601 |
| dewey-search | 332.601 |
| dewey-sort | 3332.601 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV041052976 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:38:34Z |
| institution | BVB |
| isbn | 1118417208 1118420578 9781118417201 9781118420577 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-026030224 |
| oclc_num | 808628444 |
| open_access_boolean | |
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| owner_facet | DE-91 DE-BY-TUM |
| physical | 1 Online-Ressource (xviii, 554 p.) graph. Darst. |
| psigel | ZDB-4-NLEBK ZDB-4-NLEBK TUM_PDA_EBSCO_BAE_gekauft |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley finance series |
| spelling | Francis, Jack Clark 1941- Verfasser (DE-588)1064028640 aut Modern portfolio theory foundations, analysis, and new developments + website Jack Clark Francis ; Dongcheol Kim Hoboken, N.J. Wiley 2013 1 Online-Ressource (xviii, 554 p.) graph. Darst. txt rdacontent c rdamedia cr rdacarrier Wiley finance series A through guide covering Modern Portfolio Theory as well as the recent developments surrounding it Modern portfolio theory (MPT), which originated with Harry Markowitz's seminal paper ""Portfolio Selection"" in 1952, has stood the test of time and continues to be the intellectual foundation for real-world portfolio management. This book presents a comprehensive picture of MPT in a manner that can be effectively used by financial practitioners and understood by students. Modern Portfolio Theory provides a summary of the important findings from all of the financial research don Includes bibliographical references and indexes Pt. 1. Probability foundations -- pt. 2. Utility foundations -- pt. 3. Mean-variance portfolio analysis -- pt. 4. Non-mean-variance portfolios -- pt. 5. Asset pricing models -- pt. 6. Implementing the theory BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Wirtschaft Portfolio management Risk management Investment analysis Kapitalmarkttheorie (DE-588)4137411-3 gnd rswk-swf Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Portfoliomanagement (DE-588)4115601-8 gnd rswk-swf Wirtschaftsmathematik (DE-588)4066472-7 gnd rswk-swf Wirtschaftsmathematik (DE-588)4066472-7 s Kapitalmarkttheorie (DE-588)4137411-3 s Portfoliomanagement (DE-588)4115601-8 s Portfolio Selection (DE-588)4046834-3 s DE-604 Kim, Dongcheol 1955- Sonstige (DE-588)171051114 oth Erscheint auch als Druck-Ausgabe, Hardcover 978-1-118-37052-0 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=529178 Verlag Volltext |
| spellingShingle | Francis, Jack Clark 1941- Modern portfolio theory foundations, analysis, and new developments + website BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Wirtschaft Portfolio management Risk management Investment analysis Kapitalmarkttheorie (DE-588)4137411-3 gnd Portfolio Selection (DE-588)4046834-3 gnd Portfoliomanagement (DE-588)4115601-8 gnd Wirtschaftsmathematik (DE-588)4066472-7 gnd |
| subject_GND | (DE-588)4137411-3 (DE-588)4046834-3 (DE-588)4115601-8 (DE-588)4066472-7 |
| title | Modern portfolio theory foundations, analysis, and new developments + website |
| title_auth | Modern portfolio theory foundations, analysis, and new developments + website |
| title_exact_search | Modern portfolio theory foundations, analysis, and new developments + website |
| title_full | Modern portfolio theory foundations, analysis, and new developments + website Jack Clark Francis ; Dongcheol Kim |
| title_fullStr | Modern portfolio theory foundations, analysis, and new developments + website Jack Clark Francis ; Dongcheol Kim |
| title_full_unstemmed | Modern portfolio theory foundations, analysis, and new developments + website Jack Clark Francis ; Dongcheol Kim |
| title_short | Modern portfolio theory |
| title_sort | modern portfolio theory foundations analysis and new developments website |
| title_sub | foundations, analysis, and new developments + website |
| topic | BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Wirtschaft Portfolio management Risk management Investment analysis Kapitalmarkttheorie (DE-588)4137411-3 gnd Portfolio Selection (DE-588)4046834-3 gnd Portfoliomanagement (DE-588)4115601-8 gnd Wirtschaftsmathematik (DE-588)4066472-7 gnd |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / General Wirtschaft Portfolio management Risk management Investment analysis Kapitalmarkttheorie Portfolio Selection Portfoliomanagement Wirtschaftsmathematik |
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