Finance 1: Portfolio Theory and Management by Frömmel, Michael

Finance 1: Portfolio Theory and Management (Paperback) (ISBN-13: 9783741263569)

Vendor: Michael Frmel
Product type: Books
Format: Paperback
$49.90
$49.90
$49.90
Subtotal: $49.90
Finance 1: Portfolio Theory and Management by Frömmel, Michael

Finance 1: Portfolio Theory and Management

$49.90
Finance 1: Portfolio Theory and Management by Frömmel, Michael

Finance 1: Portfolio Theory and Management

$49.90
Format: Paperback
Description
Description
x
The book gives an introduction to portfolio theory and management and shall help the reader to better set up a long-term strategic asset allocation. After an introduction into financial markets, their instruments and players, the Markowitz portfolio theory is derived. Limitations and alternatives to Markowitz are discussed. Factor models, the capital asset pricing model and the arbitrage pricing theory, as well as the theory of efficient markets are considered, before we turn to the valuation of securities. The final section deals with the steps of asset allocation, performance measurement and international portfolios.

Author: Michael Frmel
ISBN-10: 3741263567
ISBN-13: 9783741263569
Publisher: Books on Demand
Language: English
Published: 09/28/2016
Pages: 352
Format: Paperback
Weight: 1.39lbs
Size: 9.69h x 7.44w x 0.73d
By Michael Frmel
By Michael Frmel
x
Michael Frmel is a Professor of Finance at Ghent University, Belgium, where he is a program director of the Master of Banking and Finance. He worked as a visiting researcher at several central banks and taught at universities in various countries in Europe and Asia. He is author of several books and articles in, inter alia, the Journal of Financial Markets, the Journal of International Money and Finance, and the Financial Analysts Journal.

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