Ekkehard Kopp; Maciej Capinski

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EKKEHARD KOPP; MACIEJ CAPINSKI
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Portfolio theory and risk management

Portfolio theory and risk management

With its emphasis on examples, exercises and calculations, this book suits advanced undergraduates as well as postgraduates and practitioners. It provides a clear treatment of the scope and limitations of mean-variance portfolio theory and introduces popular modern risk measures. Proofs are given in detail, assuming only modest mathematical...
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133.00zł
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