Quantitative Portfolio Optimisation, Asset Allocation and Risk Management
Language: English
Published by PALGRAVE Jan 2003, 2003
- Softcover
- New
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
AbeBooks seller since January 11, 2012
Condition: New
£ 277.55
Quantity: 2 available
Add to basketItem description from seller
This item is printed on demand - it takes 3-4 days longer - Neuware -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. 443 pp. Englisch.…
Seller Inventory # 9781349509447
- Title
- Quantitative Portfolio Optimisation, Asset Allocation and Risk Management
- Author
- M. Rasmussen
- Publisher
- PALGRAVE Jan 2003
- Publication year
- 2003
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 1349509442
- ISBN 13
- 9781349509447
- Item weight
- 640 grams
- Dimensions
- 234x156x24 mm
"Synopsis" may belong to another edition of this title.
About the Author
"About the title" may belong to another edition of this title.
BuchWeltWeit Ludwig Meier e.K.
Bergisch Gladbach, Germany
AbeBooks seller since January 11, 2012
Shipping rates from Germany to U.S.A.
| Item | 5 to 15 business days | 5 to 15 business days |
|---|---|---|
| First item | £ 19.31 | £ 19.31 |
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BuchWeltWeit Ludwig Meier e.K.
Germany
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