Essentials of Applied Portfolio Management
Massimo Guidolin author Manuela Pedio author
Format:Paperback
Publisher:Bocconi University Press
Published:30th Sep '17
Currently unavailable, and unfortunately no date known when it will be back
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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.
ISBN: 9788885486089
Dimensions: unknown
Weight: 460g
260 pages