I am searching for books to self-study on undergraduate level on introduction to portfolio theory that has more math rigor than Modern Portfolio Theory and Investment Analysis and exercise with solutions. Edward E. Qian, Ronald H. Hua, Eric H. Sorensen looks good but it does not provide solutions to the exercises. The book should contain mean-variance analysis, dynamic portfolio allocation, Sharpe ratio, etc.
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1From an applied perspective, you can take a look at this answer. Other than that, you can take a look at Chincarini & Kim (2010), Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management or Grinold and Kahn (2020), Advances in Active Portfolio Management which is an updated version of their book found here. – Pleb Aug 27 '21 at 13:50
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1This book is nice https://www.amazon.com/Introduction-Budgeting-Chapman-Financial-Mathematics/dp/148220715X – Dom Aug 27 '21 at 13:51