Portfolio Selection: Introductory Comments

Igor V. Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé
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Igor V. Evstigneev: University of Manchester
Thorsten Hens: University of Zurich

Chapter 1 in Mathematical Financial Economics, 2015, pp 3-9 from Springer

Abstract: Abstract The chapter introduces fundamental notions related to asset prices, asset returns and investors’ portfolios. It describes the two-period model of an asset market, the basic framework for Part I of the book. It contains definitions of key mathematical notions used in the book.

Keywords: Asset Price; Portfolio Selection; Asset Return; Price Vector; Short Selling (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-319-16571-4_1

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DOI: 10.1007/978-3-319-16571-4_1

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