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Mathematical Portfolio Theory and Analysis

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 r...

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Détails bibliographiques
Auteurs principaux: Chakrabarty, Siddhartha Pratim (Auteur), Kanaujiya, Ankur (Auteur)
Collectivité auteur: SpringerLink (Online service)
Format: Électronique eBook
Langue:anglais
Publié: Singapore : Springer Nature Singapore : Imprint: Birkhäuser, 2023.
Édition:1st ed. 2023.
Collection:Compact Textbooks in Mathematics,
Sujets:
Mathematical statistics.
Financial risk management.
Capital market.
Financial engineering.
Mathematical Statistics.
Risk Management.
Capital Markets.
Financial Engineering.
Accès en ligne:https://doi.org/10.1007/978-981-19-8544-7
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Table des matières:
  • Chapter 1. Mechanisms of Financial Markets
  • Chapter 2. Fundamentals of Probability Theory
  • Chapter 3. Asset Pricing Models
  • Chapter 4. Mean-Variance Portfolio Theory
  • Chapter 5. Utility Theory
  • Chapter 6. Non-Mean-Variance Portfolio Theory
  • Chapter 7. Optimal Portfolio Strategies
  • Chapter 8. Bond Portfolio Optimization
  • Chapter 9. Risk Management of Portfolios.

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