Buch, Englisch, 536 Seiten
Autor: Prof. Dr. Michael Frömmel
Erscheinungsdatum: 01.10.2013
ISBN: 3842330170
Auflage: 3.
Aufrufe gesamt: 311, letzte 30 Tage: 3
The book is structured in six sections, with one to three chapters each.
Section 1 covers some basics of financial markets. This section is kept short and restricted to the necessary knowledge to enable the reader to become acquainted with the basic concepts of portfolio theory as soon as possible
Section 2 introduces the reader into modern portfolio theory. The section covers the Markowitz portfolio selection procedure, as well as the various factor models. It is closely related to section 3, dealing with equilibrium models, namely the capital asset pricing model and the arbitrage pricing theory.
Section 4 is on efficient markets.
'The subsequent section 5 is, besides sections 3 and 4, another essential piece of this textbook and the most comprehensive one. It shall provide a basic understanding of security valuation The section starts with the valuation of bonds, turns to equity and finally concludes with some thoughts on derivatives.
The book closes with an overview on measuring the performance of fund managers in section 6.
Fachthemen
Publikationen: 2
Aufrufe seit 03/2006: 811
Aufrufe letzte 30 Tage: 6