This Chapter first looks at an approach for methodically diversifying among different assets, the so-called Modern Portfolio Theory (MPT), as applied to equity stocks. Empirical studies with examples from Swiss, Turkish and American stock markets are presented. Smart algorithms for managing stock portfolios based on these empirical studies are proposed. Management of bond portfolios using the Vašíček model and static bond portfolio management methods finish off this chapter.
CITATION STYLE
Hacιsalihzade, S. S. (2018). Portfolio Management. In Lecture Notes in Control and Information Sciences (Vol. 467, pp. 215–240). Springer Verlag. https://doi.org/10.1007/978-3-319-64492-9_8
Mendeley helps you to discover research relevant for your work.