Modern Portfolio Theory. Applications and problems

Modern Portfolio Theory. Applications and problems

Autors: Cristiana Tudor

Year of appearance: 2009

ISBN: 978-606-505-115-7

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The paper is structured in two parts, each one containing eight chapters.
Part One – Issues and applications – is made up of problems for determining the amount of money over time, followed by the related statistical concepts as frequency distribution, histogram, central tendency, measures of dispersion etc., continued theme relates to the efficiency expected and the risk of individual assets, utility and risk aversion, Markowitz's theory, Capital allocation line, multifactorial models. 
In the second part are given answers and solving of the problems proposed.
The book is part of the collection "Mathematics for Economists". 

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