001454730 000__ 03762cam\a22004817i\4500
001454730 001__ 1454730
001454730 003__ OCoLC
001454730 005__ 20230314003226.0
001454730 006__ m\\\\\o\\d\\\\\\\\
001454730 007__ cr\un\nnnunnun
001454730 008__ 230222s2023\\\\si\a\\\\o\\\\\000\0\eng\d
001454730 020__ $$a9789811985447$$q(electronic bk.)
001454730 020__ $$a9811985448$$q(electronic bk.)
001454730 020__ $$z9789811985430
001454730 0247_ $$a10.1007/978-981-19-8544-7$$2doi
001454730 035__ $$aSP(OCoLC)1370930363
001454730 040__ $$aGW5XE$$beng$$erda$$epn$$cGW5XE$$dEBLCP
001454730 049__ $$aISEA
001454730 050_4 $$aQA279
001454730 08204 $$a519.5/38$$223/eng/20230222
001454730 1001_ $$aChakrabarty, Siddhartha Pratim,$$eauthor.$$0(orcid)0000-0001-9281-8587$$1https://orcid.org/0000-0001-9281-8587
001454730 24510 $$aMathematical portfolio theory and analysis /$$cSiddhartha Pratim Chakrabarty, Ankur Kanaujiya.
001454730 264_1 $$aSingapore :$$bBirkhäuser,$$c2023.
001454730 300__ $$a1 online resource (xiii, 150 pages) :$$billustrations (some color).
001454730 336__ $$atext$$btxt$$2rdacontent
001454730 337__ $$acomputer$$bc$$2rdamedia
001454730 338__ $$aonline resource$$bcr$$2rdacarrier
001454730 4901_ $$aCompact textbooks in mathematics,$$x2296-455X
001454730 5050_ $$aChapter 1. Mechanisms of Financial Markets -- Chapter 2. Fundamentals of Probability Theory -- Chapter 3. Asset Pricing Models -- Chapter 4. Mean-Variance Portfolio Theory -- Chapter 5. Utility Theory -- Chapter 6. Non-Mean-Variance Portfolio Theory -- Chapter 7. Optimal Portfolio Strategies -- Chapter 8. Bond Portfolio Optimization -- Chapter 9. Risk Management of Portfolios.
001454730 506__ $$aAccess limited to authorized users.
001454730 520__ $$aDesigned as a self-contained text, this book covers a wide spectrum of topics on portfolio theory. It covers both the classical-mean-variance portfolio theory as well as non-mean-variance portfolio theory. The book covers topics such as optimal portfolio strategies, bond portfolio optimization and risk management of portfolios. In order to ensure that the book is self-contained and not dependent on any pre-requisites, the book includes three chapters on basics of financial markets, probability theory and asset pricing models, which have resulted in a holistic narrative of the topic. Retaining the spirit of the classical works of stalwarts like Markowitz, Black, Sharpe, etc., this book includes various other aspects of portfolio theory, such as discrete and continuous time optimal portfolios, bond portfolios and risk management. The increase in volume and diversity of banking activities has resulted in a concurrent enhanced importance of portfolio theory, both in terms of management perspective (including risk management) and the resulting mathematical sophistication required. Most books on portfolio theory are written either from the management perspective, or are aimed at advanced graduate students and academicians. This book bridges the gap between these two levels of learning. With many useful solved examples and exercises with solutions as well as a rigorous mathematical approach of portfolio theory, the book is useful to undergraduate students of mathematical finance, business and financial management.
001454730 588__ $$aOnline resource; title from PDF title page (SpringerLink, viewed February 22, 2023).
001454730 650_0 $$aAnalysis of variance.
001454730 650_0 $$aPortfolio management$$xMathematical models.
001454730 655_0 $$aElectronic books.
001454730 7001_ $$aKanaujiya, Ankur,$$eauthor.$$0(orcid)0000-0001-9950-314X$$1https://orcid.org/0000-0001-9950-314X
001454730 830_0 $$aCompact textbooks in mathematics,$$x2296-455X
001454730 852__ $$bebk
001454730 85640 $$3Springer Nature$$uhttps://univsouthin.idm.oclc.org/login?url=https://link.springer.com/10.1007/978-981-19-8544-7$$zOnline Access$$91397441.1
001454730 909CO $$ooai:library.usi.edu:1454730$$pGLOBAL_SET
001454730 980__ $$aBIB
001454730 980__ $$aEBOOK
001454730 982__ $$aEbook
001454730 983__ $$aOnline
001454730 994__ $$a92$$bISE