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Introduction to Stock Portfolio Management

Buch | Hardcover
256 Seiten
2026
Crc Press Inc (Verlag)
978-1-4398-1190-0 (ISBN)
77,30 inkl. MwSt
Emphasizing the need for knowledge of modern finance theory in portfolio management, this text explains why theory should precede mathematics when it comes to money management. It presents key concepts underlying portfolio management theory, followed by examples and applied exercises to enforce understanding of concepts and principles. The author introduces the basic notions of finance such as markets, uncertainty, and random asset prices and explains the economic grounds of stock portfolio optimization. The book also covers the asset selection process, efficient portfolios building, Markowitz optimization methodology, and performance assessment tools.

Hayette Gatfaoui is an associate professor in the economics and finance department at the Rouen School of Management, France.

Introduction: Basics and tips. Quantitative management. Introducing the economic theory of choice. Stock Selection and Portfolio Evaluation: Stock selection. Markowitz model. Portfolio Selection: Optimality Criteria: Expected utility theory. Other optimization criteria. Portfolio Selection: Performance: One-index models: CAPM (Sharpe 1964). Performance measure. Multi-index models’ extensions. Appendices.

Erscheint lt. Verlag 31.8.2026
Reihe/Serie Chapman and Hall/CRC Financial Mathematics Series
Zusatzinfo 50 Illustrations, black and white
Verlagsort Bosa Roca
Sprache englisch
Maße 156 x 234 mm
Themenwelt Mathematik / Informatik Mathematik Angewandte Mathematik
Wirtschaft Betriebswirtschaft / Management Finanzierung
Wirtschaft Volkswirtschaftslehre Ökonometrie
ISBN-10 1-4398-1190-3 / 1439811903
ISBN-13 978-1-4398-1190-0 / 9781439811900
Zustand Neuware
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