00000nam a2200000 i 4500 UP-8027390931311605153 Buklod 20250609130116.0 m |o d | cr ||||||||||| 250228s2022 nyu o b 001 0 eng 2021052847 9781264270156 (hardback) 22307316 LC eng DLC rda DLC DSTC eng pcc HG 6024 B397 2022 332.63/2 23/eng/20211103 Baz, Jamil author. Portfolio selection and asset pricing models of financial economics and their applications in investing Jamil Baz, Helen Guo, Erol Hakanoglu. New York McGraw Hill [2022] xiv, 408 pages 24 cm txt rdacontent text rdamedia unmediated nc rdacarrier volume Includes bibliographical references and index. Top experts from PIMCO deliver a uniquely comprehensive guide for sophisticated investors and advanced graduate students-covering everything from financial mathematics to the practical realities of asset allocation and pricing Investors like you typically have a choice to make when seeking guidance for portfolio selection-either a book of practical, hands-on approaches to their craft or an academic tome of theories and mathematical formulas. Portfolio Selection and Asset Pricing strikes the right balance with an extensive discussion of mathematical foundations of portfolio choice and asset pricing models, and the practice of asset allocation. This guide is conveniently organized into four sections: Mathematical Foundations-normed vector spaces, optimization in discrete and continuous time, utility theory, and uncertainty Portfolio Models-single-period and continuous-time portfolio choice, analogies, asset allocation for a sovereign as an example, and liability-driven allocation Asset Pricing-capital asset pricing models, factor models, option pricing, and expected returns Robust Asset Allocation-estimation of optimization inputs, such as the Black-Litterman Model, shrinkage, and robust optimizers From a top-notch team with impeccable credentials, Portfolio Selection and Asset Pricing provides everything you need to generate long-term profits for your clients while reducing risk"-- Provided by publisher. Description based on print version record. Capital assets pricing model. Derivative securities. Guo, Helen author. Hakanoglu, Erol author. Print version Baz, Jamil. Portfolio selection and asset pricing New York : McGraw Hill Education, [2022] 9781264270156 (DLC) 2021052846. FO Printed UPD DSTC HG 6024 B397 2022 Book