W. T. Ziemba ... 756 pages - Publisher: World Scientific Publishing Company; (September, 2006) ... Language: English - ISBN-10: 981256800X - ISBN-13: 978-9812568007 ...
A reprint of one of the classic volumes on portfolio theory and
investment, this book has been used by the leading professors at
universities such as Stanford, Berkeley, and Carnegie-Mellon. It
contains five parts, each with a review of the literature and about 150
pages of computational and review exercises and further in-depth,
challenging problems.Frequently referenced and highly usable, the
material remains as fresh and relevant for a portfolio theory course as
ever.