Description

Book Synopsis

This uniquely comprehensive guide provides expert insights into everything from financial mathematics to the practical realities of asset allocation and pricing

Investors like you typically have a choice to make when seeking guidance for portfolio selectionâeither a book of practical, hands-on approaches to your craft or an academic tome of theories and mathematical formulas.

From three top experts, Portfolio Selection and Asset Pricing strikes the right balance with an extensive discussion of mathematical foundations of portfolio choice and asset pricing models, and the practice of asset allocation. This thorough guide is conveniently organized into four sections:

  • Mathematical Foundationsânormed vector spaces, optimization in discrete and continuous time, utility theory, and uncertainty
  • Portfolio Modelsâsingle-period and continuous-time portfolio choice, analogies, asset allocation for a sovereign as an example, and liability-driven allo

Portfolio Selection and Asset Pricing Models of

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    £46.39

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    RRP £57.99 – you save £11.60 (20%)

    Order before 4pm tomorrow for delivery by Wed 1 Jul 2026.

    A Hardback by Jamil Baz, Helen Guo, Erol Hakanoglu

    7 in stock

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      View other formats and editions of Portfolio Selection and Asset Pricing Models of by Jamil Baz

      Publisher: McGraw-Hill Education
      Publication Date: 30/09/2022
      ISBN13: 9781264270156, 978-1264270156
      ISBN10: 1264270151

      Description

      Book Synopsis

      This uniquely comprehensive guide provides expert insights into everything from financial mathematics to the practical realities of asset allocation and pricing

      Investors like you typically have a choice to make when seeking guidance for portfolio selectionâeither a book of practical, hands-on approaches to your craft or an academic tome of theories and mathematical formulas.

      From three top experts, Portfolio Selection and Asset Pricing strikes the right balance with an extensive discussion of mathematical foundations of portfolio choice and asset pricing models, and the practice of asset allocation. This thorough guide is conveniently organized into four sections:

      • Mathematical Foundationsânormed vector spaces, optimization in discrete and continuous time, utility theory, and uncertainty
      • Portfolio Modelsâsingle-period and continuous-time portfolio choice, analogies, asset allocation for a sovereign as an example, and liability-driven allo

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