BookPDF Available

Mathematical models in portfolio analysis

March 2013

Edition: 1
Publisher: Bookboon.com
ISBN: 978-87-403-0370-4

Authors:

Farida Kachapova

Auckland University of Technology

This textbook explains portfolio modelling as a consistent mathematical theory; linear algebra is used as foundation in a more conceptual approach than the traditional one based on calculus. The topics include mean-variance portfolio analysis and capital market theory. The book contains many examples with solutions.

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