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General Theory of Portfolio Efficiency

portfolio efficiency that holds in general because it considers the entire cumulative probability distribution function of returns. It is based on;

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Mean-Variance Analysis in Portfolio Choice and Capital Markets

In 1952, Harry Markowitz published "Portfolio Selection," a paper which revolutionized modern investment theory and practice. The paper;

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How Stock Investors Can Evaluate Portfolio Performance

, over an evaluation period of five years, relative to a benchmark portfolio. This is in line with the modern portfolio theory of Harry Markowitz;

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Portfolios and Investments

The book is concerned with the theory of portfolios, as well as with investing in assets and securities and offers a general introduction;

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Risk-Return Relationship and Portfolio Management

This book covers all aspects of modern finance relating to portfolio theory and risk-return relationship, offering a comprehensive guide to;

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Applying Particle Swarm Optimization

optimization problems. The general goal of portfolio optimization is to find a solution that provides the highest expected return at each level;

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Continuous-Time Asset Pricing Theory

dependent preferences, a characterization of market efficiency and a more general presentation of multiple-factor models using only the assumptions;

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Advanced Finance Theories

selection and capital market theory, optimum consumption and intertemporal portfolio selection, option pricing theory, contingent claim analysis;

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Quasi-Monte Carlo Methods in Finance

Portfolio optimization is a widely studied problem in finance dating back to the work of Merton from the 1960s. While many approaches rely;

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Quantitative Portfolio Optimisation, Asset Allocation and Risk Management

Targeted towards institutional asset managers in general and chief investment officers, portfolio managers and risk managers in particular;

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Portfolio Optimization and Performance Analysis

In answer to the intense development of new financial products and the increasing complexity of portfolio management theory, Portfolio;

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Portfolio optimizations in incomplete financial markets

the optimal portfolio, we give a direct proof which is not relying on duality theory. Similarly, the treatment of the asymptotic elasticity;

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Uncertain Portfolio Optimization

variables, the book presents a series of portfolio optimization models in the framework of credibility theory, uncertainty theory and chance theory;

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Modern Portfolio Theory and Investment Analysis

An update of a classic book in the field, Modern Portfolio Theory examines the characteristics and analysis of individual securities as;

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Modern Portfolio Theory and Investment Analysis

An update of a classic book in the field, Modern Portfolio Theory examines the characteristics and analysis of individual securities as;

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An Introduction to Risk and Return from Common Stocks

investment manager. He covers market efficiency, valuation, and modern portfolio theory in a book that The New York Times noted rates high as reading;

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Theory of Financial Decision Making

in separate articles or books of readings. Topics covered include the meaning and measurement of risk, general single-period portfolio problems, mean;

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Modern Portfolio Management - Moving Beyond Modern Portfolio Theory

In Modern Portfolio Management: Moving Beyond Modern Portfolio Theory, investment executive and advisor Dr. Todd E. Petzel delivers a grounded and;

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The General Economic Theory

This book develops a general economic theory that integrates various economic theories and ideas and establishes important relationships;

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The General Economic Theory

This book develops a general economic theory that integrates various economic theories and ideas and establishes important relationships;

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Competing against Multinationals in Emerging Markets

Competing against Multinationals in Emerging Markets draws on efficiency theory, portfolio theory and market structure theory;

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Introduction To Mathematical Portfolio T

In this concise yet comprehensive guide to the mathematics of modern portfolio theory the authors discuss mean-variance analysis, factor;

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Problems In Portfolio Theory And The Fundamentals Of Financial Decision Making

and usage. The problems cover many aspects of static and dynamic portfolio theory as well as other important subjects such as arbitrage and;

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Portfolio Theory And Investment Management

The second edition of this widely acclaimed introductory text has been fully revised to provide a concise summary of modern portfolio;

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Financial Economics

of transformation, rates of return, the financial market line, borrowing and lending, and the Fisher Separation Theorem.Portfolio theory;

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Introduction to Coding and Information Theory

begins with a review of probablity theory as applied to finite sample spaces and a general introduction to the nature and types of codes. The two;

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Economic Theory

developing the general criteria of efficiency in the allocation of resources between alternative uses, the book then illustrates how efficient;

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