Mathematical Portfolio Theory and Analysis
Mathematical Portfolio Theory and Analysis
English | 2023 | ISBN: 981198543X | 150 Pages | PDF EPUB (True) | 12 MB
English | 2023 | ISBN: 981198543X | 150 Pages | PDF EPUB (True) | 12 MB
Designed as a self-contained text, this book covers a wide spectrum of topics on portfolio theory. It covers both the classical-mean-variance portfolio theory as well as non-mean-variance portfolio theory. The book covers topics such as optimal portfolio strategies, bond portfolio optimization and risk management of portfolios. In order to ensure that the book is self-contained and not dependent on any pre-requisites, the book includes three chapters on basics of financial markets, probability theory and asset pricing models, which have resulted in a holistic narrative of the topic. Retaining the spirit of the classical works of stalwarts like Markowitz, Black, Sharpe, etc., this book includes various other aspects of portfolio theory, such as discrete and continuous time optimal portfolios, bond portfolios and risk management.