Portfolio Construction and Evaluation

This book focuses of various theories of portfolio construction and evaluation. It emphasizes on various approaches of creating efficient portfolios and evaluation of performances. We have also incorporated various statistical techniques for portfolio evaluation. An elaborate explanation of Markowitz Model, Efficient Frontier, CAPM, Shrpe Single Index Model, Arbitrage Pricing Theory etc. are given.

Über den Autor / die Autorin

Jay Desai is Assistant Professor, Shri Chimanbhai Patel Institute of Management & Research. He is a Post Graduate in Management from Gujarat University. He has rich experience of industry, consultancy and teaching.

Produktdetails

• Autoren: Ja Desai, Jay Desai, Nisarg A Joshi, Nisarg A. Joshi
• Verlag: LAP Lambert Academic Publishing
• Sprache: Englisch
• Produktform: Taschenbuch
• Erschienen: 01.01.2016
• EAN: 9783659835988
• ISBN: 978-3-659-83598-8
• Seiten: 88
• Thema: Ratgeber > Recht, Beruf, Finanzen > Geld, Bank, Börse