Quantitative Portfolio Optimisation, Asset Allocation and Risk Management

Name: Quantitative Portfolio Optimisation, Asset Allocation and Risk Management
Brand: Palgrave Macmillan
SKU: 9781349509447
Price: 1419.95 PLN
Availability: InStock

A Practical Guide to Implementing Quantitative Investment Theory

Autor: M. Rasmussen

Język:

Oprawa: Miękka

Wydawca: Palgrave Macmillan

Dostępność: Dostępna u dostawcy w małych ilościach

Wysyłamy za 13-18 dni

1 419.95 zł

Targeted towards institutional asset managers in general and chief investment officers, portfolio ma...

Informacje o książce

Autor

M. Rasmussen

Język

Angielski

Oprawa

Książka - Miękka

Data wydania

2003

strony

443

EAN

9781349509447

Enbook ID

12045538

Wydawca

Palgrave Macmillan

Waga

639

Wymiary

155 x 235 x 24

Pełny opis

Targeted towards institutional asset managers in general and chief investment officers, portfolio managers and risk managers in particular, this practical book serves as a comprehensive guide to quantitative portfolio optimization, asset allocation and risk management. Providing an accessible yet rigorous approach to investment management, it gradually introduces ever more advanced quantitative tools for these areas. Using extensive examples, this book guides the reader from basic return and risk analysis, all the way through to portfolio optimization and risk characterization, and finally on to fully fledged quantitative asset allocation and risk management. It employs such tools as enhanced modern portfolio theory using Monte Carlo simulation and advanced return distribution analysis, analysis of marginal contributions to absolute and active portfolio risk, Value-at-Risk and Extreme Value Theory. All this is performed within the same conceptual, theoretical and empirical framework, providing a self-contained, comprehensive reading experience with a strongly practical aim.

Możesz być zainteresowany

Klienci, którzy kupili tę książkę, kupili również

Najczęściej wyszukiwane

Categories

Authors

Publishers

Produkty

Produkty

Najczęściej wyszukiwane

Categories

Authors

Publishers

Produkty

Produkty

Quantitative Portfolio Optimisation, Asset Allocation and Risk Management

A Practical Guide to Implementing Quantitative Investment Theory

Informacje o książce

Pełny opis

Możesz być zainteresowany

Klienci, którzy kupili tę książkę, kupili również