Online Deals by MyDeal

Enjoy up to $0 off your order by spending your Everyday Rewards dollars

Portfolio Selection and Asset Pricing: Models of Financial Economics and Their Applications in Investing

Image 1
Hurry! 10 items left!
$84.96

Collect 84 Everyday Rewards points

Log in to MyDeal to link your card
Sold & shipped by The Nile
Secure ways to pay at checkout

This uniquely comprehensive guide provides expert insights into everything from financial mathematics to the practical realities of asset allocation and pricing

Investors like you typically have a choice to make when seeking guidance for portfolio selection―either a book of practical, hands-on approaches to your craft or an academic tome of theories and mathematical formulas.

From three top experts, Portfolio Selection and Asset Pricing strikes the right balance with an extensive discussion of mathematical foundations of portfolio choice and asset pricing models, and the practice of asset allocation. This thorough guide is conveniently organized into four sections:

  • Mathematical Foundations―normed vector spaces, optimization in discrete and continuous time, utility theory, and uncertainty
  • Portfolio Models―single-period and continuous-time portfolio choice, analogies, asset allocation for a sovereign as an example, and liability-driven allocation
  • Asset Pricing―capital asset pricing models, factor models, option pricing, and expected returns
  • Robust Asset Allocation―robust estimation of optimization inputs, such as the Black-Litterman Model and shrinkage, and robust optimizers

Whether you are a sophisticated investor or advanced graduate student, this high-level title combines rigorous mathematical theory with an emphasis on practical implementation techniques.

SKU: 9781264270156

Estimated Delivery Time Frame:5-10 business days

Ask a Question About This Product

Reference ID: 15044730

Proudly growing a MyDeal Forest

By purchasing from MyDeal, you're helping us plant 8.6 hectares of trees per year with Greenfleet