Handbook of Portfolio Construction: Contemporary Applications of Markowitz Techniques - Image 1

£137.41

Springer Handbook of Portfolio Construction: Contemporary Applications of Markowitz Techniques

Name: Handbook of Portfolio Construction: Contemporary Applications of Markowitz Techniques
Brand: Springer
Price: 137.41 GBP
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Description

Portfolio construction is fundamental to the investment management process. In the 1950s, Harry Markowitz demonstrated the benefits of efficient diversification by formulating a mathematical program for generating the "efficient frontier" to summarize optimal trade-offs between expected return and risk. The Markowitz framework continues to be used as a basis for both practical portfolio construction and emerging research in financial economics. Such concepts as the Capital Asset Pricing Model (CAPM) and the Arbitrage Pricing Theory (APT), for example, provide the foundation for setting benchmarks, for predicting returns and risk, and for performance measurement. This volume showcases original essays by some of today’s most prominent academics and practitioners in the field on the contemporary application of Markowitz techniques. Covering a wide spectrum of topics, including portfolio selection, data mining tests, and multi-factor risk models, the book presents a comprehensive approach to portfolio construction tools, models, frameworks, and analyses, with both practical and theoretical implications.

Product Specifications

Brand: Springer
Format: hardcover
ASIN: 0387774386
Category: Books > Subjects > Business, Finance & Law > Economics
Domain: Amazon UK
Release Date: 22 December 2009
Listed Since: 06 December 2007

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Springer Handbook of Portfolio Construction: Contemporary Applications of Markowitz Techniques

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