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Finance 1: Portfolio Theory and Management (eBook, PDF) - Frömmel, Michael
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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.…mehr

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Produktbeschreibung
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.

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Autorenporträt
Michael Frömmel 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.