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Portfolio theory: a review

Portfolio theory: a review
Portfolio theory: a review
Portfolio theory, portfolio optimization, mean-variance analysis
Massachusetts Institute of Technology
Brennan, Thomas
3168c430-ab9a-483d-953e-a934a26e40eb
Lo, Andrew
c095cab7-259a-430b-98b6-2a6fc0e2afaa
Nguyen, Tri-Dung
a6aa7081-6bf7-488a-b72f-510328958a8e
Brennan, Thomas
3168c430-ab9a-483d-953e-a934a26e40eb
Lo, Andrew
c095cab7-259a-430b-98b6-2a6fc0e2afaa
Nguyen, Tri-Dung
a6aa7081-6bf7-488a-b72f-510328958a8e

Brennan, Thomas, Lo, Andrew and Nguyen, Tri-Dung (2007) Portfolio theory: a review Cambridge, US. Massachusetts Institute of Technology 109pp.

Record type: Monograph (Project Report)
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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

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Local EPrints ID: 369944
URI: https://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: 17 Jul 2017 21:54

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