December 2024
Beginner to intermediate
505 pages
10h 54m
English
Content preview from Financial Data Analysis Using Python
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CHAPTER 6
ASSET PRICING AND PORTFOLIO MANAGEMENT
INTRODUCTION
This chapter focuses on the crucial aspects of financial asset pricing and allocation and portfolio management. It provides a detailed exploration of different approaches to asset allocation, equipping readers with a broad perspective on portfolio construction. The chapter begins by looking at the modern portfolio theory (MPT) and models and presents a comprehensive framework for optimizing portfolios (with the Markowitz and Sharpe ratio optimization models). It dives into using simulations for portfolio strategy visualization and math optimization methods for decision-making. We will discuss the basic concepts, metrics of financial data statistics, and applications of regression ...
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