在哪裡可以找到好的符號來教授投資組合數學？
我不知道這個問題在這裡是否合適。我做了一些教學，我正在準備自己的筆記，但我認為他不應該是必要的。
In which book/pdf on the web can we find a basic but rigorous treatment of the notions
- return (log,geometric)
- expected return (arithmetic/geometric)
- volatility (annualizing, …)
- Sharpe ratio
- maybe more (e.g. draw down)
both in the case of one asset and in the portfolio setting (where matrix algebra can be applied).
I would love to have this one paper from the net that containes this short intro. It would answer 10% of the questions posted here too.
If it is not on the web - let us write it ;)
If I had to give only one title this would be it:
FT Guide to Understanding Finance by J. Estrada (Second Edition published 2011)
It explains all of the above concepts (and more) in a very accessible, yet mathematically correct manner.
A sample can be found: Here
The only thing is that it is not really short (the first part, i.e. up to p. 150, is relevant here) but you can be sure that your students will understand those topics thoroughly afterwards!
Financial markets & Corporate Strategy - Grinblatt & Titman
The book is very intuitive, but as a consequence less comprehensive than ex. Options, Futures, and other Derivatives by Hull (which is seen as the basic foundation of everything quant in some parts of the industry.)
A great entry level book to finance, and is publically avaliable here: http://down.cenet.org.cn/upfile/10/2013410233155145.pdf