Portfolio Management

Author: Cao Zhiguang / Han Qiheng (editors)
Publisher:
Publish Date: 2005-08-01
Features: This book is suitable for teaching at the undergraduate and graduate levels in economics, management, finance, and business schools. It is also highly suitable for practitioners who are eager to apply the theories they have learned to their work. The book provides a comprehensive introduction to the fundamental theories of portfolio management and applies MATLAB 6.5 to implement most of the financial calculations related to portfolio theory and its applications. This enables students and practitioners to apply theory to practice. The book simplifies complex mathematical derivations and minimizes heavy financial calculations by writing MATLAB functions or files, which is a major difference from other books. This book is suitable for teaching at the undergraduate and graduate levels in economics, management, finance, and business schools.