Essentials of Applied Portfolio Management
Author | : Massimo Guidolin |
Publisher | : EGEA spa |
Total Pages | : 262 |
Release | : 2016-09-07T00:00:00+02:00 |
ISBN-10 | : 9788823814462 |
ISBN-13 | : 8823814464 |
Rating | : 4/5 (62 Downloads) |
Download or read book Essentials of Applied Portfolio Management written by Massimo Guidolin and published by EGEA spa. This book was released on 2016-09-07T00:00:00+02:00 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 through the book’s website. The book takes inspiration from Markowitz’s 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.