Brennan, Thomas, Lo, Andrew and Nguyen, Tri-Dung (2007) Portfolio theory: a review Cambridge, US. Massachusetts Institute of Technology 109pp.
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Monograph
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Published date: 2007
Keywords:
Portfolio theory, portfolio optimization, mean-variance analysis
Organisations:
Centre of Excellence for International Banking, Finance & Accounting, Operational Research
Identifiers
Local EPrints ID: 369944
URI: http://eprints.soton.ac.uk/id/eprint/369944
PURE UUID: 1d8dbfdc-34fe-4583-99a2-ff57425f4769
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Date deposited: 09 Oct 2014 15:45
Last modified: 15 Mar 2024 03:37
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Contributors
Author:
Thomas Brennan
Author:
Andrew Lo
Author:
Tri-Dung Nguyen
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