Returns and the Gaussian Hypothesis.- Utility Functions and the Theory of Choice.- The Markowitz Framework.- Markowitz Without a Risk-Free Asset.- Markowitz with a Risk-Free Asset.- Performance and Diversification Indicators.- Risk Measures and Capital Allocation.- Factor Models.- Identification of the Factors.- Exercises and Problems.

Kategori: Bøger (usorteret)

Pris fundet i én butik til 319.95 kr

Opdateret den: 04-07-2024 09:29