Essentials of Applied Portfolio Management Paperback / softback
by Massimo Guidolin, Manuela Pedio
Paperback / softback
Description
This book offers an essential introduction to modern portfolio theory.
The book provides a number of simple, practical examples to allow the reader to apply the theoretical concepts presented in each chapter.
A portion of such practical cases are worked out in Excel and made available via the publisher's companion website Mybook.
The book takes inspiration from Markowitz' classical mean-variance, it then proceeds to develop modelling tools of increasing sophistication that eventually take into account the role played by generic risk-averse preferences.
The book also explores a few advanced topics: the use of multi-factor asset pricing models and the role of background risks and human capital.
The book is tailored for a course at MSc level.
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Paperback / softback
- Pages:260 pages
- Publisher:Bocconi University Press
- Publication Date:30/09/2017
- Category:
- ISBN:9788885486089
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Paperback / softback
- Pages:260 pages
- Publisher:Bocconi University Press
- Publication Date:30/09/2017
- Category:
- ISBN:9788885486089