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Product details
File Size: 32114 KB
Print Length: 577 pages
Page Numbers Source ISBN: 111837052X
Publisher: Wiley; 1 edition (January 18, 2013)
Publication Date: January 18, 2013
Sold by: Amazon Digital Services LLC
Language: English
ASIN: B00B3K9O4O
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Amazon Best Sellers Rank:
#1,637,964 Paid in Kindle Store (See Top 100 Paid in Kindle Store)
This is an excellent text on modern portfolio theory. Since I am familiar with the three previous editions of Portfolio Analysis, this is a superb update. The authors cover a wealth of material. Their coverage of Markowitz portfolio theory, CAPM, and APT is quite thorough and very readable. As noted in the Preface, several different groups could benefit from using this book including portfolio managers, hedge fund managers, financial executives, and financial engineers. The text is very flexible. For example, it could be used in an undergraduate course by assigning Chapters 1, Appendix to 1, 2, 3, 4, 5, 6, 8, 12, 16, and 18 and omit most of the footnotes and end-of-chapter Appendices. A more advanced course could use any of the chapters that fits the teacher's interests. Overall, this is a great addition to the available textbooks on portfolio analysis.
This is a book about the foundations of modern portfolio theory, but it goes further. It also delves into unexpected areas, like the VaR model of risk management, which rests on Markowitz's variance-covariance model. The material is written for readers with either practical or academic interest in financial economics. The choice of the material discussed cannot get closer to what is really important. And, the organization and reading ease make it accessible. Rigor is not sacrificed for accessibility and a lot of quite advanced material is presented in its full glory--sometimes in an advanced chapter (eg, Chapter 7) or in an end of chapter appendix. The book will be useful for both economics and finance students, and quantitative practitioners.The book has no competition. It reviews numerous successes and limitations of portfolio models that have been developed during the decades since Markozitz's original contributions. Many numerical examples are placed throughout the book. Detailed references are plentiful. I think its structure can be helpful in carving out classes in portfolio theory, investments, and the economics of uncertainty-- from introductory to advanced levels.A companion website contains downloadable Excel spreadsheets that perform quadratic programming to compute Markowitz efficient frontiers with nice graphs.A high quality Instructors Manual with quantitative Q&A on each chapter is available from John Wiley & Sons.
Modern Portfolio Theory died in the 2008 financial crash. It is the Tyrannosaurus Rex of theories - a dinosaur. True Sector Rotation Theory has emerged a better theory for investment strategies.[...]
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