Modern Portfolio Theory, + Website: Foundations, Analysis, and New Developments: 795 (Wiley Finance) - Image 1

£50.79

Wiley Modern Portfolio Theory, + Website: Foundations, Analysis, and New Developments: 795 (Wiley Finance)

Name: Modern Portfolio Theory, + Website: Foundations, Analysis, and New Developments: 795 (Wiley Finance)
Brand: Wiley
Price: 50.98 GBP
Availability: InStock

Investments & Securities

Price History & Forecast

Last 38 days • 38 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 38 days • 1 price levels

Days at Price

Price Analysis

Most common price: £51 (38 days, 100.0%)

Price range: £51 - £51

Price levels: 1 different prices over 38 days

Description

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 done since MPT was created and presents all the MPT formulas and models using one consistent set of mathematical symbols. Opening with an informative introduction to the concepts of probability and utility theory, it quickly moves on to discuss Markowitz's seminal work on the topic with a thorough explanation of the underlying mathematics. Analyzes portfolios of all sizes and types, shows how the advanced findings and formulas are derived, and offers a concise and comprehensive review of MPT literature Addresses logical extensions to Markowitz's work, including the Capital Asset Pricing Model, Arbitrage Pricing Theory, portfolio ranking models, and performance attribution Considers stock market developments like decimalization, high frequency trading, and algorithmic trading, and reveals how they align with MPT Companion Website contains Excel spreadsheets that allow you to compute and graph Markowitz efficient frontiers with riskless and risky assets If you want to gain a complete understanding of modern portfolio theory this is the book you need to read.

Key Features

Modern Portfolio Theory: Foundations, Analysis, and New Developments: 795 (Wiley Finance)

Product type: ABIS_BOOK

Brand: Wiley

Product Specifications

Brand: Wiley
Format: hardcover
ASIN: 111837052X
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Investments & Securities
Domain: Amazon UK
Release Date: 15 February 2013
Listed Since: 01 March 2012

Barcode

No barcode data available

Wiley Modern Portfolio Theory, + Website: Foundations, Analysis, and New Developments: 795 (Wiley Finance)

Price History & Forecast

Price Distribution

Price Analysis

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

Risk-Return Analysis: The Theory and Practice of Rational Investing (Volume One): 1 (BUSINESS BOOKS)

Risk-Return Analysis, Volume 2: The Theory and Practice of Rational Investing (BUSINESS BOOKS)

Mean-Variance Analysis in Portfolio Choice and Capital Markets: 66 (Frank J. Fabozzi Series)

Portfolio Management: Theory and Practice

Handbook of Portfolio Construction: Contemporary Applications of Markowitz Techniques

Risk-Return Analysis Volume 3: The Theory and Practice of Rational Investing (BUSINESS BOOKS)

Portfolio Theory and Performance Analysis: 239 (The Wiley Finance Series)

Portfolio Selection and Asset Pricing: Models of Financial Economics and Their Applications in Investing

Portfolio Optimization and Performance Analysis (Chapman and Hall/CRC Financial Mathematics Series)

Portfolio Theory and Arbitrage: A Course in Mathematical Finance (Graduate Studies in Mathematics)

Wiley The New Money Management - Asset Allocation Framework

Portfolio Management: Theory, Behavioral Aspects and Applications

Portfolio Optimization: Theory and Application

Modern Portfolio Theory and Investment Analysis

The Mathematics of Money Management: Risk Analysis Techniques for Traders: 18 (Wiley Finance)

Portfolio Risk Analysis

Quantitative Equity Portfolio Management: Modern Techniques and Applications (Chapman and Hall/CRC Financial Mathematics Series)

Advances in Active Portfolio Management: New Developments in Quantitative Investing (BUSINESS BOOKS)

Modern Equity Investing Strategies

The Investment Portfolio User′s Manual

The Complete Guide to Portfolio Performance: Appraise, Analyze, Act

Robust Portfolio Optimization and Management (Frank J. Fabozzi)

Modern Portfolio Optimization with NuOPT™, S-PLUS®, and S+Bayes™

Moving Beyond Modern Portfolio Theory: Investing That Matters