Abstract
This chapter provides an introductory overview of portfolio management. We introduce (i)the evolution of portfolio management and a typology of portfolio management over the past decade, (ii)the classic asset classes and derivatives in portfolio management, and (iii) traditional and modern approaches for portfolio management. We also introduce common tools for measuring portfolio returns and return variance.
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Zhang, Q.T., Li, B., Xie, D. (2022). An Introduction to Quantitative Portfolio Management and Risk Management. In: Alternative Data and Artificial Intelligence Techniques. Palgrave Studies in Risk and Insurance. Palgrave Macmillan, Cham. https://doi.org/10.1007/978-3-031-11612-4_1
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DOI: https://doi.org/10.1007/978-3-031-11612-4_1
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