Foreword -- List of symbols and acronyms -- Introduction to portfolio analysis: key notions -- Choice under uncertainty and state-preference approach to portfolio decisions -- Introduction to mean-variance analysis -- Optimal portfolio selection: a few analytical results -- Mean-variance theory at work: single and multi-index (factor) models -- Human capital, background risks, and optimal portfolio decisions -- Performance measurement and attribution.
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Title
Essentials of applied portfolio management / Massimo Guidolin, Manuela Pedio.