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International Series on Actuarial Science Ser.: Introduction to Mathematical Portfolio Theory by Jane M. Paterson and Mark S. Joshi (2013, Hardcover)

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Introduction to Mathematical Portfolio Theory, Hardcover by Joshi, Mark S.; Paterson, Jane M., ISBN 1107042313, ISBN-13 9781107042315, Brand New, Free shipping in the US

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Product Information

A concise yet comprehensive guide to the mathematics of portfolio theory from a modelling perspective, with discussion of the assumptions, limitations and implementations of the models as well as the theory underlying them. Aimed at advanced undergraduates, this book can be used for self-study or as a course text.

Product Identifiers

Publisher
Cambridge University Press
ISBN-10
1107042313
ISBN-13
9781107042315
eBay Product ID (ePID)
159993750

Product Key Features

Author
Jane M. Paterson, Mark S. Joshi
Publication Name
Introduction to Mathematical Portfolio Theory
Format
Hardcover
Language
English
Series
International Series on Actuarial Science Ser.
Publication Year
2013
Type
Textbook
Number of Pages
325 Pages

Dimensions

Item Length
9.2in
Item Height
0.7in
Item Width
6.1in
Item Weight
22.6 Oz

Additional Product Features

Lc Classification Number
Hg4529.5 .J67 2013
Table of Content
Preface; 1. Definitions of risk and return; 2. Efficient portfolios: the two-asset case; 3. Portfolios with a risk-free asset; 4. Finding the efficient frontier - the multi-asset case; 5. Single-factor models; 6. Multi-factor models; 7. Introducing utility; 8. Utility and risk aversion; 9. Foundations of utility theory; 10. Maximising long-term growth; 11. Stochastic dominance; 12. Risk measures; 13. The Capital Asset Pricing Model; 14. The arbitrage pricing model; 15. Market efficiency and rationality; 16. Brownian motion and stock price models across time; Appendix A. Matrix algebra; Appendix B. Solutions; References; Index.
Copyright Date
2013
Target Audience
Scholarly & Professional
Topic
Investments & Securities / Portfolio Management, Finance / General, General
Dewey Decimal
332.6015195
Dewey Edition
23
Illustrated
Yes
Genre
Business & Economics, Mathematics

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item 1 Introduction to Mathematical Portfolio Theory Jane M., Joshi, Mar
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item 2 Introduction to Mathematical Portfolio Theory, Hardcover by Joshi, Mark S.; P...
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item 3 Introduction to Mathematical Portfolio Theory by Mark S. Joshi: New
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item 4 Mark S. Joshi Jane M Introduction to Mathematical Portfo (Hardback) (UK IMPORT)
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item 5 Introduction to Mathematical Portfolio Theory by Mark S Joshi (English) Hardcove
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Picture 1 of 1

International Series on Actuarial Science Ser.: Introduction to Mathematical Portfolio Theory by Jane M. Paterson and Mark S. Joshi (2013, Hardcover)

About this product

Product Information

Product Identifiers

Product Key Features

Dimensions

Additional Product Features

All listings for this product

item 1 Introduction to Mathematical Portfolio Theory Jane M., Joshi, Mar

item 2 Introduction to Mathematical Portfolio Theory, Hardcover by Joshi, Mark S.; P...

item 3 Introduction to Mathematical Portfolio Theory by Mark S. Joshi: New

item 4 Mark S. Joshi Jane M Introduction to Mathematical Portfo (Hardback) (UK IMPORT)

item 5 Introduction to Mathematical Portfolio Theory by Mark S Joshi (English) Hardcove

Best Selling in Textbooks

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Research Design : Qualitative, Quantitative, and Mixed Methods Approaches by J. David Creswell and John W. Creswell (2022, Trade Paperback)

Diagnostic and Statistical Manual of Mental Disorders : DSM-5-TR by American Psychiatric Association (2022, Hardcover)

Cognitive Behavior Therapy : Basics and Beyond by Judith S. Beck (2020, Hardcover)

Encyclopedia of Counseling : Master Review and Tutorial for the National Counselor Examination, State Counseling Exams, and the Counselor Preparation Comprehensive Examination by Howard Rosenthal (2017, Trade Paperback, Revised edition,New Edition)

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