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Fouad Sabry
Modern Portfolio Theory
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4733360Modern Portfolio Theoryhttps://www.gandhi.com.mx/modern-portfolio-theory-6610000533961/phttps://gandhi.vtexassets.com/arquivos/ids/4169064/image.jpg?v=6384434719098000007979MXNOne Billion KnowledgeableInStock/Ebooks/<p><strong>What is Modern Portfolio Theory</strong></p><p>Modern portfolio theory (MPT), or mean-variance analysis, is a mathematical framework for assembling a portfolio of assets such that the expected return is maximized for a given level of risk. It is a formalization and extension of diversification in investing, the idea that owning different kinds of financial assets is less risky than owning only one type. Its key insight is that an assets risk and return should not be assessed by itself, but by how it contributes to a portfolios overall risk and return. The variance of return is used as a measure of risk, because it is tractable when assets are combined into portfolios. Often, the historical variance and covariance of returns is used as a proxy for the forward-looking versions of these quantities, but other, more sophisticated methods are available.</p><p><strong>How you will benefit</strong></p><p>(I) Insights, and validations about the following topics:</p><p>Chapter 1: Modern portfolio theory</p><p>Chapter 2: Standard deviation</p><p>Chapter 3: Variance</p><p>Chapter 4: Multivariate normal distribution</p><p>Chapter 5: Correlation</p><p>Chapter 6: Capital asset pricing model</p><p>Chapter 7: Covariance matrix</p><p>Chapter 8: Pearson correlation coefficient</p><p>Chapter 9: Propagation of uncertainty</p><p>Chapter 10: Beta (finance)</p><p>Chapter 11: Tracking error</p><p>Chapter 12: Diversification (finance)</p><p>Chapter 13: Mertons portfolio problem</p><p>Chapter 14: Single-index model</p><p>Chapter 15: Post-modern portfolio theory</p><p>Chapter 16: Risk measure</p><p>Chapter 17: Treynor-Black model</p><p>Chapter 18: Goal-based investing</p><p>Chapter 19: Two-moment decision model</p><p>Chapter 20: Mutual fund separation theorem</p><p>Chapter 21: Financial correlation</p><p>(II) Answering the public top questions about modern portfolio theory.</p><p>(III) Real world examples for the usage of modern portfolio theory in many fields.</p><p><strong>Who this book is for</strong></p><p>Professionals, undergraduate and graduate students, enthusiasts, hobbyists, and those who want to go beyond basic knowledge or information for any kind of Modern Portfolio Theory.</p>...4447633Modern Portfolio Theory7979https://www.gandhi.com.mx/modern-portfolio-theory-6610000533961/phttps://gandhi.vtexassets.com/arquivos/ids/4169064/image.jpg?v=638443471909800000InStockMXN99999DIEbook20246610000533961_W3siaWQiOiI4OTEyNDU1MS01ZjI4LTQ5OTQtYTI4NS1iNzQ2MTY3MmIyZTMiLCJsaXN0UHJpY2UiOjg1LCJkaXNjb3VudCI6MCwic2VsbGluZ1ByaWNlIjo4NSwiaW5jbHVkZXNUYXgiOnRydWUsInByaWNlVHlwZSI6IklwcCIsImN1cnJlbmN5IjoiTVhOIiwiZnJvbSI6IjIwMjQtMDUtMTZUMTQ6MDA6MDBaIiwicmVnaW9uIjoiTVgiLCJpc1ByZW9yZGVyIjpmYWxzZX1d6610000533961_<p><strong>What is Modern Portfolio Theory</strong></p><p>Modern portfolio theory (MPT), or mean-variance analysis, is a mathematical framework for assembling a portfolio of assets such that the expected return is maximized for a given level of risk. It is a formalization and extension of diversification in investing, the idea that owning different kinds of financial assets is less risky than owning only one type. Its key insight is that an assets risk and return should not be assessed by itself, but by how it contributes to a portfolios overall risk and return. The variance of return is used as a measure of risk, because it is tractable when assets are combined into portfolios. Often, the historical variance and covariance of returns is used as a proxy for the forward-looking versions of these quantities, but other, more sophisticated methods are available.</p><p><strong>How you will benefit</strong></p><p>(I) Insights, and validations about the following topics:</p><p>Chapter 1: Modern portfolio theory</p><p>Chapter 2: Standard deviation</p><p>Chapter 3: Variance</p><p>Chapter 4: Multivariate normal distribution</p><p>Chapter 5: Correlation</p><p>Chapter 6: Capital asset pricing model</p><p>Chapter 7: Covariance matrix</p><p>Chapter 8: Pearson correlation coefficient</p><p>Chapter 9: Propagation of uncertainty</p><p>Chapter 10: Beta (finance)</p><p>Chapter 11: Tracking error</p><p>Chapter 12: Diversification (finance)</p><p>Chapter 13: Mertons portfolio problem</p><p>Chapter 14: Single-index model</p><p>Chapter 15: Post-modern portfolio theory</p><p>Chapter 16: Risk measure</p><p>Chapter 17: Treynor-Black model</p><p>Chapter 18: Goal-based investing</p><p>Chapter 19: Two-moment decision model</p><p>Chapter 20: Mutual fund separation theorem</p><p>Chapter 21: Financial correlation</p><p>(II) Answering the public top questions about modern portfolio theory.</p><p>(III) Real world examples for the usage of modern portfolio theory in many fields.</p><p><strong>Who this book is for</strong></p><p>Professionals, undergraduate and graduate students, enthusiasts, hobbyists, and those who want to go beyond basic knowledge or information for any kind of Modern Portfolio Theory.</p>...6610000533961_One Billion Knowledgeablelibro_electonico_6610000533961_6610000533961Fouad SabryInglésMéxicohttps://getbook.kobo.com/koboid-prod-public/content2connect_drm-epub-c102e0e0-f30e-4da1-b6a0-82a6b21a644b.epub2024-02-17T00:00:00+00:00One Billion Knowledgeable