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Portfolio selection and asset pricing

Author: Shouyang Wang; Yusen Xia
Publisher: Berlin ; New York : Springer, ©2002.
Series: Lecture notes in economics and mathematical systems, 514.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
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.
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Additional Physical Format: Online version:
Wang, Shouyang, 1958-
Portfolio selection and asset pricing.
Berlin ; New York : Springer, ©2002
(OCoLC)647694708
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Shouyang Wang; Yusen Xia
ISBN: 3540429158 9783540429159
OCLC Number: 49197306
Description: xii, 200 pages : illustrations ; 24 cm.
Contents: 1. Criteria, models and strategies in portfolio selection --
2. A model for portfolio selection with order of expected returns --
3. A compromise solution to mutual funds portfolio selection --
4. Optimal portfolio selection of assets with transaction costs and no short sales --
5. Portfolio frontier with different interest rates for borrowing and lending --
6. Multi-period investment --
7. Mean-variance-skewness model for portfolio selection with transaction costs --
8. Capital asset pricing: theory and methodologies --
9. Empirical tests of CAPM for China's stock markets.
Series Title: Lecture notes in economics and mathematical systems, 514.
Responsibility: Shouyang Wang, Yusen Xia.
More information:

Abstract:

In our daily life, almost every family owns a portfolio of assets. Portfolio theory deals with how to form a satisfied portfolio among an enormous number of assets. In this book, some of the most  Read more...

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