{"product_id":"modern-portfolio-theory-website-foundations-analysis-and-new-developments-9781118370520","title":"Modern Portfolio Theory, + Website: Foundations, Analysis, and New Developments","description":"\u003cp\u003e\u003cstrong\u003eModern Portfolio Theory, + Website: Foundations, Analysis, and New Developments\u003c\/strong\u003e Jack Clark Francis and Dongcheol Kim is an English-language textbook aimed at professionals in the financial sector. This reference work covers the core principles and recent developments in modern portfolio theory.\u003c\/p\u003e\u003cp\u003eThe book provides an in-depth analysis of modern portfolio theory (MPT), including the foundational concepts of probability theory and utility theory, along with a detailed discussion of Markowitz' pioneering work. It also covers extensions such as the Capital Asset Pricing Model and Arbitrage Pricing Theory. Current topics such as decimal quotation, high-frequency trading, and algorithmic trading are discussed in relation to MPT as well. The accompanying website includes Excel files to efficiently calculate and graph Markowitz portfolios with risk-free and risky assets.\u003c\/p\u003e\u003cp\u003eThe content aligns with fields such as investment and securities and finance \u0026amp; accounting. An essential book for anyone who wants to delve into portfolio theory and the new developments in it.\u003c\/p\u003e\u003cp\u003e\u003cem\u003eSeries: Wiley Finance\u003c\/em\u003e\u003c\/p\u003e","brand":"Intertaal","offers":[{"title":"Default Title","offer_id":56399068266836,"sku":"9781118370520","price":85.0,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0967\/0538\/0692\/files\/modern-portfolio-theory-website-foundations-analysis-and-new-365.webp?v=1783695534","url":"https:\/\/intertaalid.nl\/en\/products\/modern-portfolio-theory-website-foundations-analysis-and-new-developments-9781118370520","provider":"Intertaal","version":"1.0","type":"link"}