Through the book

15/05/2017

Through the book: 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.

 

Here an extract from the book: Foreword and Chapter 1.

 

Here the book's profile: Essentials of Applied Portfolio Management.

Essentials Applied Portfolio_cover