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- catalog abstract "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.".
- catalog contributor b12520735.
- catalog contributor b12520736.
- catalog created "c2002.".
- catalog date "2002".
- catalog date "c2002.".
- catalog dateCopyrighted "c2002.".
- catalog description "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.".
- catalog description "Includes bibliographical references (p. [177]-192) and indexes.".
- catalog description "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.".
- catalog extent "xii, 200 p. :".
- catalog hasFormat "Portfolio selection and asset pricing.".
- catalog identifier "3540429158 (pbk.)".
- catalog isFormatOf "Portfolio selection and asset pricing.".
- catalog isPartOf "Lecture notes in economics and mathematical systems, 0075-8442 ; 514".
- catalog issued "2002".
- catalog issued "c2002.".
- catalog language "eng".
- catalog publisher "Berlin ; New York : Springer,".
- catalog relation "Portfolio selection and asset pricing.".
- catalog subject "332.6 21".
- catalog subject "HG4515.2 .W36 2002".
- catalog subject "Investments Mathematical models.".
- catalog subject "Portfolio management Mathematical models.".
- catalog tableOfContents "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.".
- catalog title "Portfolio selection and asset pricing / Shouyang Wang, Yusen Xia.".
- catalog type "text".