Modern Portfolio Theory: Back to Basics - Couverture souple

Irshaid, Noor; Gvozdanovic, Igor

 
9786134918374: Modern Portfolio Theory: Back to Basics
Couverture souple
ISBN 10 : 6134918377 ISBN 13 : 9786134918374
Editeur : LAP LAMBERT Academic Publishing, 2018

Synopsis

In its very simplistic form, Modern Portfolio Theory assumes that investors are rational, that markets are inherently efficient, and that return can be increased by assuming additional risk. The portfolio optimization process requires a large set of data and multiple calculation steps. On the contrary, Value Investing rejects these assumptions. It emphasizes the psychological and emotional factors that drive the markets and sees that an investor should be compensated for the intelligent effort they’re willing to spend managing their investments. Rather than being compensated for risk, an investor must avoid it by employing a margin of safety. In this book, the authors examine a portfolio weighing method using the margin of safety in an attempt to overcome the complexities and drawbacks of a mean-variance optimization model.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

In its very simplistic form, Modern Portfolio Theory assumes that investors are rational, that markets are inherently efficient, and that return can be increased by assuming additional risk. The portfolio optimization process requires a large set of data and multiple calculation steps. On the contrary, Value Investing rejects these assumptions. It emphasizes the psychological and emotional factors that drive the markets and sees that an investor should be compensated for the intelligent effort they’re willing to spend managing their investments. Rather than being compensated for risk, an investor must avoid it by employing a margin of safety. In this book, the authors examine a portfolio weighing method using the margin of safety in an attempt to overcome the complexities and drawbacks of a mean-variance optimization model.

Biographie de l'auteur

Noor Irshaid is a cash management professional. Over the past 10 years, he has worked at Citibank N.A. and HSBC Bank Middle East Limited covering public sector, supranational organizations, multinationals and large corporate clients.Noor has a special interest in portfolio management which has driven the topic of this book.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2018
Langue
anglais
ISBN 10 
6134918377
ISBN 13 
9786134918374
Reliure
Broché
Nombre de pages
84
Coordonnées du fabricant
non disponible
Personne responsable
KreGa Onlinehandel GmbH
4950000000000
info@krega-onlinehandel.de

Birkenweg 31
Brakel
33034
Allemagne