Samhälle & debatt
Pocket
Essentials of Applied Portfolio Management
Massimo Guidolin • Manuela Pedio
1199:-
Uppskattad leveranstid 11-21 arbetsdagar
Fri frakt för medlemmar vid köp för minst 249:-
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: Pocket/Paperback
- ISBN: 9788885486089
- Språk: Engelska
- Antal sidor: 260
- Utgivningsdatum: 2017-09-30
- Förlag: Bocconi University Press