Essentials of Applied Portfolio Management, Paperback / softback Book

Essentials of Applied Portfolio Management Paperback / softback


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.


  • Format: Paperback / softback
  • Pages: 260 pages
  • Publisher: Bocconi University Press
  • Publication Date:
  • Category: Investment & securities
  • ISBN: 9788885486089


Free Home Delivery

on all orders

Pick up orders

from local bookshops