Jump to ratings and reviews
Rate this book

Portfolio Analysis

Rate this book
The book is divided into five parts. It covers utility foundation, normative mean-variance analysis, generating statistical input, capital asset pricing models, portfolio construction, and arbitrage pricing theory.

306 pages, Hardcover

First published March 1, 1986

4 people want to read

About the author

Ratings & Reviews

What do you think?
Rate this book

Friends & Following

Create a free account to discover what your friends think of this book!

Community Reviews

5 stars
1 (50%)
4 stars
1 (50%)
3 stars
0 (0%)
2 stars
0 (0%)
1 star
0 (0%)
No one has reviewed this book yet.