FORMATO
Adobe DRM
DISPOSITIVI SUPPORTATI
computer
e-reader/kobo
ios
android
kindle
Descrizione
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.
Dettagli
Categorie
Dimensioni del file
3,2 MB
Lingua
eng
Anno
2016
Isbn
9788823814462