Übersicht			Auf mobile öffnen

Lieferstatus:	Auf Bestellung (Lieferzeit unbekannt)
Veröffentlichung:	2003
Genre:	Wirtschaft / Recht
	B / Banking / Banks and banking / Business enterprises—Finance / Business Finance / Corporate Finance / Financial Services / Finanzenwesen und Finanzindustrie / Investment & securities / Investment Banking / Investments and Securities / Management & management techniques / Management science / Management und Managementtechniken / Palgrave Economics & Finance Collection / Risikobewertung / risk management / Securities mehr...
ISBN:	9781349509447
EAN-Code:	9781349509447
Verlag:	Springer EN
Einband:	Kartoniert
Sprache:	English
Serie:	Finance and Capital Markets Series
Dimensionen:	H 235 mm / B 155 mm / D
Seiten:	443
Illustration:	XV, 443 p.
Zus. Info:	EUDR exemption - product or manufacturing materials placed on the market prior to 31.12.2025.
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

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.