Modern Portfolio Theory is grounded on the analysis of the optimal expected return-risk trade-off. Today, it is used in most quantitative portfolio management methods. This book studies all the concepts, models and tools used in portfolio management techniques. It is useful for understanding the contemporary international financial crisis as well as financial market globalization.
AFTALION, F., PONCET, P. and PORTAIT, R. (1998). La théorie moderne du portefeuille. PUF, 128 pages.