Hidden Bibliographic Details
| Other authors / contributors: | Satchell, S. (Stephen)
Scowcroft, Alan.
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| ISBN: | 0750654481
1280966335
9781280966330
9786610966332
6610966338
1417507632
9781417507634
0080471846
9780080471846
9780750654487
0750654481
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| Digital file characteristics: | data file
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| Notes: | Includes bibliographical references and index.
English.
Print version record.
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| 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.
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| Other form: | Print version: Advances in portfolio construction and implementation. Amsterdam ; Oxford : Butterworth-Heinemann, 2003
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