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Mathematical Portfolio Theory and Analysis

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Designed as a self-contained text, this book covers a wide spectrum of topics on portfolio theory. It covers both the classical-mean-variance portfolio theory as well as non-mean-variance portfolio theory.

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Designed as a self-contained text, this book covers a wide spectrum of topics on portfolio theory. It covers both the classical-mean-variance portfolio theory as well as non-mean-variance portfolio theory.

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Book Format

Hardcover, Softcover

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Book information

Edition
1st Edition
ISBN [Softcover]
9789811985430
Publisher
Birkhauser
Year
2023
Pages
XIII, 150 p.
Series Title
Compact Textbooks in Mathematics
Language
English
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