Item description for Portfolio Selection and Asset Pricing by Shouyang Wang...
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.
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Est. Packaging Dimensions: Length: 9.3" Width: 6.3" Height: 0.5" Weight: 0.7 lbs.
Release Date Mar 22, 2002
ISBN 3540429158 ISBN13 9783540429159
Availability 86 units. Availability accurate as of May 26, 2017 01:09.
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More About Shouyang Wang
Shouyang Wang was born in 1958 and has an academic affiliation as follows - Chinese Academy of Science, China Chinese Academy of Sciences, China C.