Essentials of Applied Portfolio Management

ESSENTIALS OF APPLIED PORTFOLIO MANAGEMENT -- Contents -- Foreword -- Accompanying resources in Mybook -- List of Symbols and Acronyms -- 1. Introduction to Portfolio Analysis: Key Notions -- 1 - Financial Securities -- 2 - Choices under Risky Situations -- 3 - Statistical Summaries of Portfolio Returns -- References and Further Readings -- 2. Choice under Uncertainty and State-Preference Approach to Portfolio Decisions -- 1 - Representing Preferences and Risk Aversion Attitudes with Utility Functions -- 2 - Measuring Risk Aversion and Its Economic Implications -- 3 â A Review of Commonly Used Utility of Wealth Functions -- References and Further Readings -- Appendix A -- Appendix B -- 3. Introduction to Mean-Variance Analysis -- 1 â The Opportunity Set and the Efficient Frontier (No Riskless Borrowing and Lending) -- 2 â The Opportunity Set and the Efficient Frontier (with Riskless Borrowing and Lending) -- 3 â The Efficient Frontier under Short-Selling Constraints -- References and Further Readings -- Appendix A -- Appendix B -- A Worked-Out Excel Example -- 4. Optimal Portfolio Selection: A Few Analytical Results -- 1 - Risk Aversion and the Canonical Portfolio Problem -- 2 - Aversion to Risk and Optimal Portfolio Selection in the Mean-Variance Framework -- 3 - Increasing Risk and Stochastic Dominance Criteria -- References and Further Readings -- A Worked-Out Excel Example -- 5. Mean-Variance Theory At Wor kâ Single â and Multi-Index (Factor) Models -- 1 - The Inputs to Mean-Variance Analysis and the Curse of Dimensionality -- 2 - The Single-Index Model and Its Relationship with the Classical CAPM -- 3 - Multi-Index Models and Their Relationship with the APT -- References and Further Readings -- 6. Human Capital, Background Risks, and Optimal Portfolio Decisions -- 1 - Simple Approaches to Labor Income in Portfolio Decisions