Quantitative Risk and Portfolio Management: Theory and Practice - Hardcover

Winston, Kenneth J.

 
9781009209045: Quantitative Risk and Portfolio Management: Theory and Practice
Hardcover
ISBN 10: 1009209043 ISBN 13: 9781009209045
Publisher: Cambridge University Press, 2023

Synopsis

A book combining the rigour of academic finance with the pragmatism of hands-on finance.

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About the Author

Kenneth J. Winston is a Lecturer in Economics at the California Institute of Technology and an Adjunct Professor of Mathematics at New York University. Having trained as a combinatorist at MIT, he moved into the field of quantitative finance, creating algorithms for equity and option investment strategies. He worked as a Chief Risk Officer at Western Asset Management and Morgan Stanley, and is a founder of the Buy Side Risk Managers Forum. Winston won the 2006 Roger Murray Award at the Institute for Quantitative Research in Finance and is a co-editor of The Oxford Handbook of Quantitative Asset Management (OUP: 2014).

"About this title" may belong to another edition of this title.

Publisher
Cambridge University Press
Publication date
2023
Language
English
ISBN 10 
1009209043
ISBN 13 
9781009209045
Binding
Hardcover
Number of pages
927