书目详细信息
： Portfolio theory and risk management /
书目信息 机读格式(MARC)
| ISBN： | 9781107003675 (hardback) |
|---|---|
| ISBN： | 1107003679 (hardback) |
| ISBN： | 9780521177146 (paperback) |
| ISBN： | 0521177146 (paperback) |
| 编目源： | DLC DLC YDX BTCTA YDXCP OCLCO NUSCL |
| 个人名称： | Capinski, Maciej J., |
| 题名： | Portfolio theory and risk management / Maciej J. Capinski, AGH University of Science and Technology, Krak芒ow, Poland, Ekkehard Kopp, University of Hull, Hull, UK. |
| 索书号： | F830.9/C243E |
| 载体形态： | x, 160 pages ; 24 cm. |
| 书目附注： | Includes bibliographical references and index. |
| 格式化内容附注： | Machine generated contents note: Preface; 1. Risk and return; 2. Portfolios consisting of two assets; 3. Lagrange multipliers; 4. Portfolios of multiple assets; 5. The capital asset pricing model; 6. Utility functions; 7. Value at risk; 8. Coherent measures of risk; Index. |