Essentials of Applied Portfolio Management

Manuela Pedio, Massimo Guidolin

ISBN 10: 8885486088 / ISBN 13: 9788885486089

Published by Bocconi University Press, IT, 2017

About this Item

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.

Seller Inventory # LU-9788885486089

Bibliographic Details

• Title: Essentials of Applied Portfolio Management
• Publisher: Bocconi University Press, IT
• Publication Date: 2017
• Language: English
• ISBN 10: 8885486088
• ISBN 13: 9788885486089
• Binding: Paperback
• Condition: New
• Weight: 460 grams

About this title

Synopsis

Master the essentials of modern portfolio management with this practical guide. This book offers a clear and concise introduction to portfolio theory, equipping you with the knowledge and tools to make informed investment decisions.

Learn how to apply theoretical concepts through real-world examples and Excel-based exercises. Explore key topics such as risk aversion, asset pricing models, and multi-factor analysis. Discover advanced strategies for optimizing your portfolio and managing background risks. Tailored for finance students and professionals, this book provides a solid foundation for success in the dynamic world of investment management.

About the Author

Massimo Guidolin is a full Professor of Finance at Bocconi University where he teaches a number of courses in Econometrics and Asset Pricing. He serves on the editorial board of a number of international journal: the Journal of Economic Dynamics and Control (Elsevier Press), the International Journal of Forecasting (Elsevier), and the Journal of Banking and Finance (Elsevier). Manuela Pedio is adjunct researcher associated with Bocconi’s Finance specialties and associate analyst with the Private Investor Product desk at UniCredit, Milan.