Übersicht			Auf mobile öffnen

Lieferstatus:	Auf Bestellung (Lieferzeit unbekannt)
Veröffentlichung:	Dezember 2002
Genre:	Wirtschaft / Recht
	B / Banking / Banks and banking / Business enterprises—Finance / Business Finance / Corporate Finance / Financial Services / Investment & securities / Investment Banking / Investments and Securities / Management & management techniques / Management science / Palgrave Economics & Finance Collection / risk management / Securities
ISBN:	9781403904584
EAN-Code:	9781403904584
Verlag:	Springer Nature EN
Einband:	Gebunden
Sprache:	English
Serie:	Finance and Capital Markets Series
Dimensionen:	H 235 mm / B 155 mm / D 28 mm
Gewicht:	847 gr
Seiten:	443
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.