Michael Frömmel Portfolios and Investments

ISBN 13: 9783842381988

Portfolios and Investments

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9783842381988: Portfolios and Investments

The book is concerned with the theory of portfolios, as well as with investing in assets and securities and offers a general introduction, rather than a toolbox for making money. It will help its readers to better understand investing. The book is structured in two parts. Part I introduces the student into fundamental principles of portfolio theory and investment analysis. Section 1 covers some basics of financial markets. This section is kept short and restricted to the necessary knowledge to enable the reader to become acquainted with the basic concepts of portfolio theory as soon as possible Section 2 introduces the reader into modern portfolio theory. The section covers the Markowitz portfolio selection procedure, as well as the various factor models. It is closely related to section 3, dealing with equilibrium models, namely the capital asset pricing model and the arbitrage pricing theory. Section 4 is on efficient markets. The subsequent section 5 is, besides sections 3 and 4, another essential piece of this textbook and the most comprehensive one. It shall provide a basic understanding of security valuation The section starts with the valuation of bonds, turns to equity and finally concludes with some thoughts on derivatives. Part I closes with an overview on asset allocation and measuring the performance of fund managers in section 6. Part II extends the material to more advanced topics. Section 7 deals with technical analysis, section 8 presents some additional topics on portfolio management, such as the Black-Litterman approach and currency risk management. Section 9 covers various aspects of behavioural finance, whereas section 10 turns to asset price bubbles. Section 11 is on order flow analysis, followed by an appendix consisting of primers to some econometric approaches and problems to part I.

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About the Author:

Michael Frömmel was born in 1970 in Rheydt, Germany. From 1990 to 1997 he studied mathematics and business administration at the RWTH Aachen. In 2003 he obtained a doctoral degree in economics at the Leibniz Universität Hannover, Germany. In 2007 he joined the Department of Fincancial Economics at Ghent University, Belgium, as Professor of Finance. He is program director of the Master of Banking and Finance at Ghent University. Michael Frömmel has worked as a visiting researcher at the Central Banks of Bulgaria, Hungary and Austria. His research focuses on international finance, the foreign exchange market and financial markets in transition economies. He is author of various books and articles in, inter alia, the Journal of International Money and Finance, the Journal of Comparative Economics, and the International Journal of Finance and Economics.

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