Chakrabarty S Mathematical Portfolio Theory and Analysis 2023
Category: eBooks
- views: 207
- date: 21 February 2023
- posted by: BeMyLove
Chakrabarty S Mathematical Portfolio Theory and Analysis 2023 | 1.6 MB
English | 158 Pages
Title: Mathematical Portfolio Theory and Analysis
Author: Siddhartha Pratim Chakrabarty
Year: 2023
Description:
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.
The increase in volume and diversity of banking activities has resulted in a concurrent enhanced importance of portfolio theory, both in terms of management perspective (including risk management) and the resulting mathematical sophistication required. Most books on portfolio theory are written either from the management perspective, or are aimed at advanced graduate students and academicians. This book bridges the gap between these two levels of learning. With many useful solved examples and exercises with solutions as well as a rigorous mathematical approach of portfolio theory, the book is useful to undergraduate students of mathematical finance, business and financial management.
DOWNLOAD:
https://rapidgator.net/file/d01bd2add7c3f2b1666608b1a2403043/Chakrabarty_S._Mathematical_Portfolio_Theory_and_Analysis_2023.rar
https://uploadgig.com/file/download/674319aC74dc41e5/Chakrabarty_S._Mathematical_Portfolio_Theory_and_Analysis_2023.rar
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.
The increase in volume and diversity of banking activities has resulted in a concurrent enhanced importance of portfolio theory, both in terms of management perspective (including risk management) and the resulting mathematical sophistication required. Most books on portfolio theory are written either from the management perspective, or are aimed at advanced graduate students and academicians. This book bridges the gap between these two levels of learning. With many useful solved examples and exercises with solutions as well as a rigorous mathematical approach of portfolio theory, the book is useful to undergraduate students of mathematical finance, business and financial management.
DOWNLOAD:
https://rapidgator.net/file/d01bd2add7c3f2b1666608b1a2403043/Chakrabarty_S._Mathematical_Portfolio_Theory_and_Analysis_2023.rar
https://uploadgig.com/file/download/674319aC74dc41e5/Chakrabarty_S._Mathematical_Portfolio_Theory_and_Analysis_2023.rar
We need your support!
Make a donation to help us stay online
Bitcoin (BTC)
bc1q08g9d22cxkawsjlf8etuek2pc9n2a3hs4cdrld
Bitcoin Cash (BCH)
qqvwexzhvgauxq2apgc4j0ewvcak6hh6lsnzmvtkem
Ethereum (ETH)
0xb55513D2c91A6e3c497621644ec99e206CDaf239
Litecoin (LTC)
ltc1qt6g2trfv9tjs4qj68sqc4uf0ukvc9jpnsyt59u
USDT (ERC20)
0xb55513D2c91A6e3c497621644ec99e206CDaf239
USDT (TRC20)
TYdPNrz7v1P9riWBWZ317oBgJueheGjATm
Information |
|||
 |
Users of GUESTS are not allowed to comment this publication. | ||