Quantitative Portfolio Optimisation, Asset Allocation and Risk Management : A Practical Guide to Implementing Quantitative Investment Theory
by
M. Rasmussen
Book Details
Format
Hardback or Cased Book
Book Series
Finance and Capital Markets Series
ISBN-10
1403904588
ISBN-13
9781403904584
Publisher
Palgrave USA
Imprint
Palgrave Macmillan
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Dec 13th, 2002
Print length
443 Pages
Product Classification:
Investment & securitiesInvestment and securitiesManagement decision making
Ksh 54,000.00
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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.
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.
Get Quantitative Portfolio Optimisation, Asset Allocation and Risk Management by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Palgrave USA and it has pages.
