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Sinopsis
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.
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Acerca del autor
Massimo Guidolin is a full Professor of Finance at Bocconi University where he teaches a number of courses in Econometrics and Asset Pricing. He serves on the editorial board of a number of international journal: the Journal of Economic Dynamics and Control (Elsevier Press), the International Journal of Forecasting (Elsevier), and the Journal of Banking and Finance (Elsevier).
Manuela Pedio is adjunct researcher associated with Bocconi's Finance specialties and associate analyst with the Private Investor Product desk at UniCredit, Milan.
"Sobre este título" puede pertenecer a otra edición de este libro.
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Essentials of Applied Portfolio Management
Publicado por
EGEA Spa - Bocconi University Pr, 2017
ISBN 10: 8885486088
ISBN 13: 9788885486089
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Imagen de archivo
Essentials of Applied Portfolio Management
Publicado por
Egea Spa - Bocconi University Press, 2017
ISBN 10: 8885486088
ISBN 13: 9788885486089
Antiguo o usado
Paperback
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Paperback. Condición: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. Nº de ref. del artículo: G8885486088I3N00
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Essentials of Applied Portfolio Management
Publicado por
Bocconi University Press, IT, 2017
ISBN 10: 8885486088
ISBN 13: 9788885486089
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Librería: Rarewaves USA, HEBRON, KY, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Paperback. Condición: New. 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. Nº de ref. del artículo: LU-9788885486089
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Imagen del vendedor
Essentials of Applied Portfolio Management
Publicado por
Bocconi University Press, IT, 2017
ISBN 10: 8885486088
ISBN 13: 9788885486089
Nuevo
Paperback
Librería: Rarewaves USA United, HEBRON, KY, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Paperback. Condición: New. 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. Nº de ref. del artículo: LU-9788885486089
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