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    Essentials of Applied Portfolio Management
    Unavailable
    Essentials of Applied Portfolio Management
    Unavailable
    Essentials of Applied Portfolio Management
    Ebook233 pages5 hours

    Essentials of Applied Portfolio Management

    By Massimo Guidolin and Manuela Pedio

    ()

    Currently unavailable

    Currently unavailable

    About this ebook

    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.
    LanguageEnglish
    PublisherBocconi University Press
    Release dateSep 1, 2017
    ISBN9788885486072
    Unavailable
    Essentials of Applied Portfolio Management
    Author

    Massimo Guidolin

    Massimo Guidolin is a full professor in the Department of Finance at Bocconi University. He earned a Ph.D. from University of California, San Diego in 2000. He has worked at the University of Virginia as an assistant professor in financial economics, the Federal Reserve Bank of St. Louis at first as a senior economist and then as an Assistant Vice-President (Financial Markets), and the Accounting and Finance department of Manchester Business School as a chaired full professor in Finance. His teaching has spanned corporate finance, asset pricing theory, empirical finance, derivative pricing, and of course, econometrics both the undergraduate and graduate (MSc. and doctoral) levels. He has published in top economics, econometrics, and finance outlets such as the American Economic Review, Journal of Financial Economics, Journal of Econometrics, Review of Financial Studies, and Economic Journal. He serves on the editorial board of a number of journals, among them Journal of Economic Dynamics and Control, International Journal of Forecasting , and Journal of Banking and Finance.

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