This concise yet comprehensive guide focuses on the mathematics of portfolio theory without losing sight of the finance.

Designed as a self-contained text, this book covers a wide spectrum of topics on portfolio theory. It covers both the classical-mean-variance portfolio theory a

A through guide covering Modern Portfolio Theory as well as the recent developments surrounding it Modern portfolio theory (MPT), which originated with Harry Ma

In answer to the intense development of new financial products and the increasing complexity of portfolio management theory, Portfolio Optimization and Performa

Stochastic portfolio theory is a mathematical methodology for constructing stock portfolios and for analyzing the effects induced on the behavior of these portf