Portfolio selection and asset pricing

This monograph consists of two parts. One part is portfolio selection theory and the other part is capital asset pricing theory. For each part, a comprehensive review of the original theory, efforts to improve the theory afterwards and future works to be done are presented.
Mathematical modelsInvestmentsPortfolio managementAktienmarktOptimaliserenPortfolio-analyseCapital-Asset-Pricing-ModellPortfolio SelectionWiskundige modellenInvestments, mathematical models