Modern Portfolio Theory and Investment Analysis

by Edwin J. Elton, Martin J. Gruber, Stephen J. Brown, William N. Goetzmann

Format: Hardback 752 pages

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Synopsis

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 practice of optimally combining securities into portfolios. It stresses the economic intuition behind the subject matter while presenting advanced concepts of investment analysis and portfolio management. Readers will also discover the strengths and weaknesses of modern portfolio theory as well as the latest breakthroughs.

Book details

Published
15/12/2006

Publisher
John Wiley & Sons Ltd

ISBN
9780470050828


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