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Springer Handbook of Portfolio Construction - Markowitz Techniques

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Description

Portfolio construction is fundamental to investment management, and this comprehensive handbook explores the Markowitz framework that has shaped modern finance since the 1950s. The book examines how Harry Markowitz's mathematical approach to efficient diversification generates the efficient frontier, balancing expected returns against risk in investment strategy. Covering essential concepts including the Capital Asset Pricing Model (CAPM) and Arbitrage Pricing Theory (APT), this Springer publication serves both practising portfolio managers seeking contemporary applications and researchers developing emerging financial economics theory. The handbook bridges classical portfolio theory with modern investment techniques, making it an invaluable resource for finance professionals, academics, and investors aiming to understand optimal asset allocation strategies and the mathematical foundations underlying effective portfolio design in today's dynamic markets.

Key Features

Explores the Markowitz framework and efficient frontier methodology for optimal portfolio construction and risk-return trade-offs.

Covers foundational finance concepts including Capital Asset Pricing Model (CAPM) and Arbitrage Pricing Theory (APT) applications.

Published by Springer with contemporary focus on both practical implementation and emerging research in portfolio management.

Serves investment professionals, academics, and financial economists seeking theoretical depth and real-world portfolio construction techniques.

Addresses diversification benefits and mathematical programming approaches central to modern investment strategy development.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
22 December 2009
Listed Since
06 December 2007

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No barcode data available

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