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Modern Portfolio Theory: Foundations, Analysis, and New Developments, + Website
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Modern Portfolio Theory: Foundations, Analysis, and New Developments, + Website

by Jack Clark Francis, Dongcheol Kim
January 2013
Intermediate to advanced
554 pages
17h 42m
English
Wiley
Content preview from Modern Portfolio Theory: Foundations, Analysis, and New Developments, + Website

Bibliography

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Agmon, Tamir, and Donal R. Lessard. “Investor Recognition of Corporate International Diversification.” Journal of Finance 32, no. 4 (September 1977): 1049–1055.

Akgiray, Vedat. “Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts.” Journal of Business 62, no. 1 (January 1989): 55–80.

Akgiray, Vedat, and G. Geoffrey Booth. “Compound Distribution Models of Stock Returns.” Journal of Financial Research 10, no. 3 (Fall 1987): 269–280.

_____. “The Stable-Law Model of Stock Returns.” Journal of Business and Economic Statistics 6, no. 1 (January 1988): 51–57.

_____. “Stock Price Processes With Discontinuous Time Paths: An Empirical Examination.” Financial Review 21, no. 2 (May 1986): 163–184.

Aldridge, Irene. High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems. Hoboken, NJ: John Wiley & Sons, 2009.

Alexander, Gordon J. “An Algorithm for Deriving the Capital Market Line.” Management Science 23, no. 11 (July 1977): 1183–1186.

Alexander, Gordon J., and P. George Benson. “More on Beta as a Random Coefficient.” Journal of Financial and Quantitative Analysis 17, no. 1 (March 1982): 27–36. ...

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Publisher Resources

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