Quantitative Portfolio Optimisation, Asset Allocation and Risk Management

Name: Quantitative Portfolio Optimisation, Asset Allocation and Risk Management
Brand: Palgrave USA
SKU: 9781403904584
Price: 8735 CZK
Availability: InStock

A Practical Guide to Implementing Quantitative Investment Theory

Autor: Mikkel Rasmussen

Jazyk:

Vazba: Pevná

Vydavatel: Palgrave USA

Dostupnost: Skladem u dodavatele v malém množství

Odesíláme za 11-15 dnů

8 735 Kč

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

Informace o knize

Autor

Mikkel Rasmussen

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2002

Stránek

443

EAN

9781403904584

ISBN

1403904588

Enbook ID

04775452

Vydavatel

Palgrave USA

Hmotnost

847

Rozměry

155 x 235 x 28

Kompletní popis

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.

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Quantitative Portfolio Optimisation, Asset Allocation and Risk Management

A Practical Guide to Implementing Quantitative Investment Theory

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také