Idioma: Inglés
Publicado por EGEA Spa - Bocconi University Pr, 2017
ISBN 10: 8885486088 ISBN 13: 9788885486089
Librería: HPB-Red, Dallas, TX, Estados Unidos de America
EUR 30,56
Cantidad disponible: 1 disponibles
Añadir al carritoPaperback. Condición: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Idioma: Inglés
Publicado por Egea Spa - Bocconi University Press, 2017
ISBN 10: 8885486088 ISBN 13: 9788885486089
Librería: ThriftBooks-Dallas, Dallas, TX, Estados Unidos de America
EUR 34,10
Cantidad disponible: 1 disponibles
Añadir al carritoPaperback. Condición: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less.
Idioma: Inglés
Publicado por Bocconi University Press, IT, 2017
ISBN 10: 8885486088 ISBN 13: 9788885486089
Librería: Rarewaves USA, OSWEGO, IL, Estados Unidos de America
EUR 39,23
Cantidad disponible: 2 disponibles
Añadir al carritoPaperback. 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.
Idioma: Inglés
Publicado por Bocconi University Press, IT, 2017
ISBN 10: 8885486088 ISBN 13: 9788885486089
Librería: Rarewaves USA United, OSWEGO, IL, Estados Unidos de America
EUR 41,79
Cantidad disponible: 2 disponibles
Añadir al carritoPaperback. 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.