Advances in portfolio construction and implementation / edited by Stephen Satchell, Alan Scowcroft.

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...

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Bibliographic Details
Other Authors: Satchell, Stephen, 1949-, Scowcroft, Alan
Format: eBook
Language:English
Published: Amsterdam ; Oxford : Butterworth-Heinemann, 2003.
Series:Cambridge elements. Elements in quantitative finance.
Subjects:
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