Books profiles

2017-05-18

Massimo Guidolin, Manuela Pedio

Essentials of Applied Portfolio Management


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.

 

Pages: 260

Trade Paper: ISBN 9788885486089; $51.95

Pdf: ISBN 9788885486072; $38,99

 

Authors

Massimo Guidolin is Full Professor of Finance at Bocconi University where he teaches a number of courses in Econometrics and Asset Pricing. He also teaches Portfolio Management at SDA Bocconi School of Management. He serves on the editorial board of a number of international journals and he has extensively published his research in empirical finance.

massimo_guidolin

Manuela Pedio is an adjunct researcher associated with Bocconi’s Finance specialties and associate analyst with the Private Investor Product desk at Unicredit, in Milan.

manuela pedio

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