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Book synopsis

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. Some innovative models and empirical research works are given in subsequent chapters following the review. For example, a model for portfolio selection with order of expected returns is presented in Chapter 2, the model addresses the inaccuracy in the estimation the expected returns of securities by putting the expected returns of securities as variables rather than known constant. Readers will see some new results which are very practical and interesting.

Book details

Book category Books in English Economics, finance, business & management Economics

• Full title: Portfolio Selection and Asset Pricing
• Author: Shouyang Wang, Yusen Xia
• Language: English
• Binding: Paperback
• Number of pages: 200
• EAN: 9783540429159
• ISBN: 3540429158
• ID: 01563946
• Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Weight: 700 g
• Dimensions: 235 × 155 × 13 mm
• Date of publishing: 25. February 2002

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