Introduction to Stock Portfolio Management

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.

List of contents

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.

About the author

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

Summary

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.

Product details

• Authors: Gatfaoui Hayette, Gatfaoui (Rouen School of Management Hayette, Hayette Gatfaoui
• Publisher: Taylor & Francis Ltd.
• Languages: English
• Product format: Hardback
• Release: 31.12.2023, delayed
• EAN: 9781439811900
• ISBN: 978-1-4398-1190-0
• No. of pages: 256
• Series: Chapman and Hall/CRC Financial Mathematics Series; 100 Cases; Chapman & Hall/CRC Financial Mathematics Series; Chapman and Hall/CRC Financial Mathematics Series
• Subjects: Social sciences, law, business > Business > General, dictionaries; BUSINESS & ECONOMICS / Finance / General, MATHEMATICS / General, MATHEMATICS / Probability & Statistics / General, Economic statistics, Finance & accounting, Probability & statistics, Applied mathematics, Probability and statistics, Finance and accounting, Econometrics and economic statistics