Essentials of Applied Portfolio Management - Couverture souple

Guidolin, Massimo; Pedio, Manuela

Couverture souple

ISBN 10 : 8885486088 ISBN 13 : 9788885486089

Editeur : Bocconi University Press, 2017

Synopsis

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.

A propos du livre

À propos de l?auteur

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.

Détails de l'édition

• Éditeur: Bocconi University Press
• Date d'édition: 2017
• Langue: anglais
• ISBN 10: 8885486088
• ISBN 13: 9788885486089
• Reliure: Broché
• Nombre de pages: 260
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible