Modern portfolio theory, the capital asset pricing model, and arbitrage pricing theory: a user's guide

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Prentice-Hall, 1987 - Business & Economics - 229 pages
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Contents

MODERN PORTFOLIO THEORY
3
The Markowitz Model
9
The CAPIWS Definition of Risk
15
Copyright

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About the author (1987)

Diana Harrington is a Full Professor at Babson College located outside of Boston, MA. She has been at Babson since the Fall of 1993. Previously, she taught at the Kellogg Graduate School of Management at Northwestern University, the Darden School at the University of Virginia, Dartmouth College, and Iowa State University. Harrington has a 1977 PhD from the University of Virginia. She has written more than 30 cases and several books.

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