1706916. HARRINGTON, DIANA R Modern portfolio theory, the capital asset pricing model and arbitrage pricing theory: A user's guide/ Diana R Harrington.- 2nd ed..- Englewood Cliffs, N. J: Prentice-Hall, 1987.- x,229 p.: ill.; 23 cm. Includes bibliographies and index ISBN: 0135972612 Tóm tắt: This book includes material on arbitrage pricing theory, empirical research, and functional uses; it explains the development of modern portfolio theory and the capital asset pricing model from efficient market assumptions; it also discusses how the risk free and market rates of return are estimated; and uses examples to show how practitioners have used these theories in estimating the coast of capital, funding portfolios, and selecting stocks. (Arbitrage; Capital assets pricing model; Portfolio management; ) |Quản trị tài chính; Đầu tư chứng khoán; | DDC: 332.6 /Price: 33.97 /Nguồn thư mục: [SCTHU]. |