Multifactor models: Portfolio theory
Multifactor models: Portfolio theory
Author(s): Barbara Będowska-Sójka
Subject(s): Economy, Business Economy / Management, Financial Markets
Published by: Wydawnictwo Uniwersytetu Ekonomicznego w Poznaniu
Keywords: portfolio analysis;Capital Asset Pricing Model (CAPM);market model;characteristic line-market model;security characteristic line;investment;multifactor model;
Summary/Abstract: The chapter covers methods used in the portfolio analysis. Starting from the classic Sharpe's Capital Asset Pricing Model, it moves to more refined and modern multifactor models of investment returns. The chapter contains real-life examples and cases from Polish and worldwide markets.
Book: Financial engineering. Methods and cases
- Page Range: 9-34
- Page Count: 26
- Publication Year: 2019
- Language: English
- Content File-PDF