The purpose of this book is two-fold - first, to present a comprehensive and accessible account of the general mean-variance portfolio analysis and second, to illustrate its usefulness in the practice of portfolio management and the theory of capital markets. The work is aimed at professional financial economists and operational research scholars, graduate students in courses in mean-variance analysis and advanced portfolio theory.
- ISBN10 0631178546
- ISBN13 9780631178545
- Publish Date 25 October 1990 (first published 29 October 1987)
- Publish Status Out of Print
- Out of Print 14 November 1996
- Publish Country GB
- Publisher John Wiley and Sons Ltd
- Imprint Blackwell Publishers
- Format Paperback
- Pages 400
- Language English