Finance 1 - Michael Frömmel

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Portfolio Theory and Management

The book gives an introduction to portfolio theory and management and shall help the reader to better set up a long-term strategic asset allocation. After an introduction into financial markets, their instruments and players, the Markowitz portfolio theory is derived. Limitations and alternatives to Markowitz are discussed. Factor models, the capital asset pricing model and the arbitrage pricing theory, as well as the theory of efficient markets are considered, before we turn to the valuation of securities. The final section deals with the steps of asset allocation, performance measurement and international portfolios.

EAN: 9783741263569

Producent

Kod produktu

912HCV03527KS

Rok wydania

Strony

Oprawa

Miekka

Format

18.9x24.6cm