Titlebook: Mathematical Portfolio Theory and Analysis; Siddhartha Pratim Chakrabarty,Ankur Kanaujiya Textbook 2023 The Editor(s) (if applicable) and

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Mean-Variance Portfolio Theory,Given the huge array of investment alternatives available in a market, such as basic securities and derivatives, the investors’ choice needs to be made simply by taking into consideration only a limited number of such alternatives, to achieve an optimal collection of such assets or the best possible portfolio.

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Non-Mean-Variance Portfolio Theory,The discussion on the Markowitz theory and the CAPM was based on the mean-variance framework, wherein the assumption was that the assets follow a normal distribution or that the investors prefer the mean-variance framework.

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Optimal Portfolio Strategies,In this chapter, we consider optimization approaches in investment decisions, both in the discrete time and the continuous time setup, making use of the Dynamic Programming Principle and the Hamilton-Jacobi-Bellman equation, respectively.

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,Risk Management of?Portfolios,In the course of our discussion on portfolio analysis, we have primarily identified variance and semi-variance (or equivalently standard deviation and semi-deviation, respectively) as measures of risk of an asset or a portfolio.

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Siddhartha Pratim Chakrabarty,Ankur KanaujiyaBridges the gap between basic management and advanced mathematical topics on portfolio theory.Highlights topics on optimal portfolio strategies, bond portfolio optimization, and risk management of por

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