Portfolio Construction and Evaluation

ISBN-13: 9783659835988 / Angielski / Miękka / 2016 / 88 str.

Jay Desai; Nisarg A. Joshi

Opis

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.

O autorze

Jay Desai is Assistant Professor,Chimanbhai Patel Institute of Management & Research. He is a Post Graduate in Management and Ph.D. in quantitative finance. Nisarg A Joshi is Assistant Professor, Chimanbhai Patel Institute of Management & Research. He holds a Bachelor & Masters degree in the area of Business Administration from Gujarat University.