This concise yet comprehensive guide focuses on the mathematics of portfolio theory without losing sight of the finance.

Designed as a self-contained text, this book covers a wide spectrum of topics on portfolio theory. It covers both the classical-mean-variance portfolio theory a

A through guide covering Modern Portfolio Theory as well as the recent developments surrounding it Modern portfolio theory (MPT), which originated with Harry Ma

Stochastic portfolio theory is a mathematical methodology for constructing stock portfolios and for analyzing the effects induced on the behavior of these portf

A rigorous account of classical portfolio theory and a simple introduction to modern risk measures and their limitations.