Modern portfolio theory and investment analysis

@inproceedings{Elton1981ModernPT,
  title={Modern portfolio theory and investment analysis},
  author={Edwin J. Elton},
  year={1981}
}
An update of a classic book in the field, Modern Portfolio Theory examines the characteristics and analysis of individual securities as well as the theory and practice of optimally combining securities into portfolios. It stresses the economic intuition behind the subject matter while presenting advanced concepts of investment analysis and portfolio management. Readers will also discover the strengths and weaknesses of modern portfolio theory as well as the latest breakthroughs. 
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2,760 Citations
Highly Influential Citations
146
Background Citations
666
Methods Citations
226
Results Citations
29

2,760 Citations

Optimal investment strategies with investor liabilities

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