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Quantitative Portfolio Optimisation, Asset Allocation and Risk Management
Av M. Rasmussen, 2002.Del av serien Finance and Capital Markets Series.
A Practical Guide to Implementing Quantitative Investment Theory
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.
Språk: Engelsk
Normalpris: 3 999,-
3 599,-
Spar 400,-
Laveste pris siste 30 dager: 3 948,-
Ikke tilgjengelig for Klikk&Hent
Midlertidig tomt på lager
Bestillingsvare. Forventes sendt om ca 20 dager
Quantitative Portfolio Optimisation, Asset Allocation and Risk Management
Av M. Rasmussen, 2002.Del av serien Finance and Capital Markets Series.
A Practical Guide to Implementing Quantitative Investment Theory
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.
Normalpris: 3 999,-
3 599,-
Spar 400,-
Laveste pris siste 30 dager: 3 948,-
Språk: Engelsk
Ikke tilgjengelig for Klikk&Hent
Midlertidig tomt på lager
Bestillingsvare. Forventes sendt om ca 20 dager
3 599,-
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