Portfolio Theory and Capital Markets

Portfolio Theory and Capital Markets
Author: William F. Sharpe
Publisher: McGraw-Hill Companies
Total Pages: 354
Release: 1970
Genre: Business & Economics
ISBN:


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Part I covers procedures for selecting investments: a set of rules for the intelligent selection of investments under conditions of risk. Part II deals with models of capital markets based on the assumption that investors act in accordance with the principles describ in Part I and Part III.


Portfolio Theory and Capital Markets
Language: en
Pages: 0
Authors: William F. Sharpe
Categories: Capital
Type: BOOK - Published: 2000 - Publisher: McGraw-Hill Companies

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"Thirty years ago, Portfolio Theory and Capital Markets laid the groundwork for today's investment standards, from modern portfolio theory to derivatives, prici
Moving Beyond Modern Portfolio Theory
Language: en
Pages: 175
Authors: Jon Lukomnik
Categories: Business & Economics
Type: BOOK - Published: 2021-04-29 - Publisher: Routledge

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Moving Beyond Modern Portfolio Theory: Investing That Matters tells the story of how Modern Portfolio Theory (MPT) revolutionized the investing world and the re
Modern Portfolio Theory and Investment Analysis
Language: en
Pages: 748
Authors: Edwin J. Elton
Categories: Business & Economics
Type: BOOK - Published: 2009-11-16 - Publisher: John Wiley & Sons

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An update of a classic book in the field, Modern Portfolio Theory examines the characteristics and analysis of individual securities as well as the theory and p
Mean-Variance Analysis in Portfolio Choice and Capital Markets
Language: en
Pages: 404
Authors: Harry M. Markowitz
Categories: Business & Economics
Type: BOOK - Published: 2000-02-15 - Publisher: John Wiley & Sons

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In 1952, Harry Markowitz published "Portfolio Selection," a paper which revolutionized modern investment theory and practice. The paper proposed that, in select
Postmodern Portfolio Theory
Language: en
Pages: 345
Authors: James Ming Chen
Categories: Business & Economics
Type: BOOK - Published: 2016-07-26 - Publisher: Springer

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This survey of portfolio theory, from its modern origins through more sophisticated, “postmodern” incarnations, evaluates portfolio risk according to the fi