| 书目名称 | Mathematical Portfolio Theory and Analysis | | 编辑 | Siddhartha Pratim Chakrabarty,Ankur Kanaujiya | | 视频video | | | 概述 | Bridges the gap between basic management and advanced mathematical topics on portfolio theory.Highlights topics on optimal portfolio strategies, bond portfolio optimization, and risk management of por | | 丛书名称 | Compact Textbooks in Mathematics | | 图书封面 |  | | 描述 | .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 risk management of portfolios. In order to ensure that the book is self-contained and not dependent on any pre-requisites, the book includes three chapters on basics of financial markets, probability theory and asset pricing models, which have resulted in a holistic narrative of the topic. Retaining the spirit of the classical works of stalwarts like Markowitz, Black, Sharpe, etc., this book includes various other aspects of portfolio theory, such as discrete and continuous time optimal portfolios, bond portfolios and risk management...The increase in volume and diversity of banking activities has resulted in a concurrent enhanced importance of portfolio theory, both in terms of management perspective (including risk management) and the resulting mathematical sophistication required. Most books on portfolio theory are written either from the management perspective, or are aimed at advanc | | 出版日期 | Textbook 2023 | | 关键词 | mean-variance portfolio theory; non-mean-variance portfolio theory; optimal portfolio strategies; bond | | 版次 | 1 | | doi | https://doi.org/10.1007/978-981-19-8544-7 | | isbn_softcover | 978-981-19-8543-0 | | isbn_ebook | 978-981-19-8544-7Series ISSN 2296-4568 Series E-ISSN 2296-455X | | issn_series | 2296-4568 | | copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Singapor |
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发表于 2025-3-21 17:43:07
