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· 제목 : Portfolio Selection and Asset Pricing (Paperback)
· 분류 : 외국도서 > 의학 > 일반
· ISBN : 9783540429159
· 쪽수 : 200쪽
· 출판일 : 2002-02-25
· 분류 : 외국도서 > 의학 > 일반
· ISBN : 9783540429159
· 쪽수 : 200쪽
· 출판일 : 2002-02-25
목차
Criteria, Models and Strategies in Portfolio Selection.- A Model for Portfolio Selection with Order of Expected Returns.- A Compromise Solution to Mutual Funds Portfolio Selection with Transaction Costs.- Optimal Portfolio Selection of Assets with Transaction Costs and No Short Sales.- Portfolio Frontier with Different Interest Rates for Borrowing and Lending.- Multi-period Investment.- Mean-Variance-Skewness Model for Portfolio Selection with Transaction Costs.- Capital Asset Pricing: Theory and Methodologies.- Empirical Tests of CAPM for China's Stock Markets.
