e-book

Modern portfolio theory and investment analysis

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There has been a renewed interest in the science of investment management in the years since
the global financial crisis. The volatility of world markets and the shock to its financial institutions
has caused a profound reexamination of risk, research into the methods of effective
diversification, and exploration of the fundamental expected returns from financial assets.

Rather than causing a rejection of modern portfolio theory, however, the financial crisis highlighted
the validity of its fundamental tenants: higher expected returns require a willingness
to accept higher risks; the methodology of diversification is extremely important; a longerterm
perspective and an understanding of the broader scope of financial history is vital.
National and world events together with important new theoretical and empirical research
have motivated a major revision of this book.

Almost all of the chapters have been revised, while more than half have been substantially
rewritten. Modern developments in the theoretical and empirical literature have been
incorporated into the text. All examples in the text have been brought up to date. A new
chapter had been added to describe changing conditions in the mutual fund industry.

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Ketersediaan

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Informasi Detail

Judul Seri

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No. Panggil

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Penerbit

New York : JohnWiley & Sons, Inc.., 2014

Deskripsi Fisik

HG4529.5.E47 - 332.6–dc23

Bahasa

English

ISBN/ISSN

978-1-118-46994-1

Klasifikasi

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Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

9th ed.

Subjek

EKONOMI
MANAJEMEN

Info Detail Spesifik

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Pernyataan Tanggungjawab

agus

Versi lain/terkait

Lampiran Berkas

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