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Portfolio Theory

Portfolio Theory
Portfolio Theory
(This is a condensed version of http://eprints.soton.ac.uk/id/eprint/369944)
9780691150390
Princeton University Press
Brennan, Thomas
3168c430-ab9a-483d-953e-a934a26e40eb
Lo, Andrew
c095cab7-259a-430b-98b6-2a6fc0e2afaa
Nguyen, Tri-Dung
a6aa7081-6bf7-488a-b72f-510328958a8e
Higham, Nicholas
Brennan, Thomas
3168c430-ab9a-483d-953e-a934a26e40eb
Lo, Andrew
c095cab7-259a-430b-98b6-2a6fc0e2afaa
Nguyen, Tri-Dung
a6aa7081-6bf7-488a-b72f-510328958a8e
Higham, Nicholas

Brennan, Thomas, Lo, Andrew and Nguyen, Tri-Dung (2014) Portfolio Theory. In, Higham, Nicholas (ed.) The Princeton Companion to Applied Mathematics. Princeton, US. Princeton University Press. (In Press)

Record type: Book Section

Abstract

(This is a condensed version of http://eprints.soton.ac.uk/id/eprint/369944)

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More information

Accepted/In Press date: 1 March 2014
Organisations: Centre of Excellence for International Banking, Finance & Accounting, Operational Research

Identifiers

Local EPrints ID: 361101
URI: http://eprints.soton.ac.uk/id/eprint/361101
ISBN: 9780691150390
PURE UUID: 93625575-4bf5-43a0-a881-5cf9c09c8a3e
ORCID for Tri-Dung Nguyen: ORCID iD orcid.org/0000-0002-4158-9099

Catalogue record

Date deposited: 15 Jan 2014 13:53
Last modified: 11 Dec 2021 04:30

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Contributors

Author: Thomas Brennan
Author: Andrew Lo
Author: Tri-Dung Nguyen ORCID iD
Editor: Nicholas Higham

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