Since the first edition of this book was published, significant developments have modified the general view of the efficient market hypothesis. This fully revised second edition provides a major contribution to the study of these developments.
The authors provide a concise summary of modern portfolio theory covering such issues as: * The mean-variance approach to portfolio management.
* The capital asset pricing model.
* The efficient market hypothesis and option pricing theories.
* Risk measurement services.
Combining theory and practice, this is an ideal introductory text for undergraduate and postgraduate students, as well as a useful reference for investment managers.
i.d.R. innert 14-24 Tagen versandfertig
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