Hardcover. Condition: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less.
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Seller: Ria Christie Collections, Uxbridge, United Kingdom
£ 50.80
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Seller: Books Puddle, New York, NY, U.S.A.
Condition: New. pp. 220.
Language: English
Published by Springer Berlin Heidelberg Feb 2002, 2002
ISBN 10: 3540429158 ISBN 13: 9783540429159
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In our daily life, almost every family owns a portfolio of assets. This portfolio could contain real assets such as a car, or a house, as well as financial assets such as stocks, bonds or futures. Portfolio theory deals with how to form a satisfied portfolio among an enormous number of assets. Originally proposed by H. Markowtiz in 1952, the mean-variance methodology for portfolio optimization has been central to the research activities in this area and has served as a basis for the development of modem financial theory during the past four decades. Follow-on work with this approach has born much fruit for this field of study. Among all those research fruits, the most important is the capital asset pricing model (CAPM) proposed by Sharpe in 1964. This model greatly simplifies the input for portfolio selection and makes the mean-variance methodology into a practical application. Consequently, lots of models were proposed to price the capital assets. In this book, some of the most important progresses in portfolio theory are surveyed and a few new models for portfolio selection are presented. Models for asset pricing are illustrated and the empirical tests of CAPM for China's stock markets are made. The first chapter surveys ideas and principles of modeling the investment decision process of economic agents. It starts with the Markowitz criteria of formulating return and risk as mean and variance and then looks into other related criteria which are based on probability assumptions on future prices of securities. 220 pp. Englisch.
Seller: Majestic Books, Hounslow, United Kingdom
Condition: New. Print on Demand pp. 220 Illus.
Seller: Biblios, Frankfurt am main, HESSE, Germany
Condition: New. PRINT ON DEMAND pp. 220.
Language: English
Published by Springer Berlin Heidelberg, 2002
ISBN 10: 3540429158 ISBN 13: 9783540429159
Seller: moluna, Greven, Germany
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. In our daily life, almost every family owns a portfolio of assets. This portfolio could contain real assets such as a car, or a house, as well as financial assets such as stocks, bonds or futures. Portfolio theory deals with how to form a satisfied portfoli.