Quantitative Investment Risk Analysis (Quantitative Finance)

Reseña del editor:

In this book, Editors Fishwick and Satchell present a unified view of portfolio investment risk. Although the emphasis in on equity investment, the book also addresses fixed income and multi-asset investment. These issues are currently of great importance as the financial industry grapples with the challenge or risk management in a volatile and rapidly evolving world. Chapters within the book are authored by both academics and practitioners to ensure comprehensive coverage of the latest methods in this area. The unifying theme of this work is that the effective analysis and management of investment risk requires a combination of rigorous quantitative methodology, a sympathetic understanding of theory, and a strong appreciation of real-world practicalities. It provides practical guidance on the latest developments in investment risk analysis. There is full coverage of the latest cutting-edge research on measuring portfolio risk, alternatives to mean variance analysis, and linear multi-factor models. Combination of academics and practitioners provide a comprehensive overview.

Biografía del autor:

Ed Fishwick is a Managing Director, and Head of Risk Management & Quantitative Analysis (EMEA Pacific), at Merrill Lynch Investment Managers. He has worked in quantitative finance for over 20 years in London, New York, and Boston. Previously he was Head of Risk Management & Investment Process Development at AXA Investment Managers, and Director of Research at Franklin Portfolio Associates. He studied undergraduate and postgraduate economics at the universities of Liverpool and Cambridge respectively, is a frequent speaker at international finance conferences, is the author of a number of papers, and served on the Board of Trustees of the Global Association of Risk Professionals. Stephen Satchell is a Fellow of Trinity College, the Reader in Financial Econometrics at the University of Cambridge and Visiting Professor at Birkbeck College, City University Business School and University of Technology, Sydney. He provides consultancy for a range of city institutions in the broad area of quantitative finance. He has published papers in many journals and has a particular interest in risk.

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