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Portfolio selection and asset pricing

by Shouyang Wang

Cover of 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