Quantitative Portfolio Optimisation, Asset Allocation and Risk Management

Name: Quantitative Portfolio Optimisation, Asset Allocation and Risk Management
Brand: Springer Nature
SKU: 9781403904584
Availability: InStock

Quantitative Portfolio Optimisation, Asset Allocation and Risk Management

Brand

Springer Nature

Manufacturer

N/A

Part Number

GTIN

9781403904584

Condition

New

0 Reviews

0 Questions | 0 Answers

Product Description

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.

Available Colors

N/A

Available Sizes

N/A

1 Offer Price Range: $259.00 - $259.00

BEST PRICE

Single Product Purchase

$259.00

@ Link.springer.com BUY Now

Price Comparison

Seller	Contact Seller	List Price	On Sale	Shipping	Best Promo	Final Price	Volume Discount	Financing	Availability	Seller's Page
BEST PRICE 1 Product Purchase @ Link.springer.com Rate Seller This functionality is for registered users only. Go to Login/Register		$259.00	$259.00			$259.00		See Site	In stock	Visit Store