Portfolio theory and risk management
Publisher: United Kingdom : Cambridge University Press
Published: 2014
Language: spa
Number of pages: 160
ISBN-13: 9781107003675
Notes: Contenido:
Preface -- Risk and return -- Portfolios consisting of two assets -- Lagrange multipliers -- Portfolios of multiple assets -- The capital asset pricing model -- Utility functions -- Value at risk -- Coherent measures of risk -- Index.