Due to planned maintenance, your school has disabled school system log-ins at this time.
You may continue shopping as a guest, or by creating a bookstore-only account.
Please complete the purchase of any items in your cart before going to this third-party site.
Also note that if you qualify for financial aid, items purchased through this site will not be subject to
reimbursement.
Description:
This collection of articles in investment and portfolio management spans the thirty-five-year collaborative effort of two key figures in finance. Each of the nine sections begins with an overview that introduces the main contributions of the pieces and traces the development of the field. Each volume contains a foreword by Nobel laureate Harry Markowitz.
Volume I presents the authors' groundbreaking work on estimating the inputs to portfolio optimization, including the analysis of alternative structures such as single and multi-index models in forecasting correlations; portfolio maximization under alternative specifications for return structures; the impact of CAPM and APT in the investment process; and taxes and portfolio composition.
Volume II covers the authors' work on analysts' expectations; performance evaluation of managed portfolios, including commodity, stock, and bond portfolios; survivorship bias and performance persistence; debt markets; and immunization and efficiency.
Expand description
Product notice
Returnable at the third party seller's discretion and may come without consumable supplements like access codes, CD's, or workbooks.