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Essentials of Applied Portfolio Management
Essentials of Applied Portfolio Management

Essentials of Applied Portfolio Management


260 Pages, 6.75 x 9.5

Formats: Trade Paper, PDF

Trade Paper, $51.95 (US $51.95) (CA $69.95)

Publication Date: September 2017

ISBN 9788885486089

Rights: WOR X IT

EGEA Spa - Bocconi University Press (Sep 2017)

Price: $51.95


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.

Author Biography

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.