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Quantitative Portfolio Optimisation, Asset Allocation and Risk Management: A Practical Guide to Implementing Quantitative Investment Theory (Finance and Capital Markets Series) - Tapa dura
Sinopsis
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.
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MIKKEL RASMUSSEN has an MSc in Economics and has worked both as a risk management consultant and equity portfolio manager. He currently manages Japanese equities at AEGON Asset Management in the Netherlands.
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Quantitative Portfolio Optimisation, Asset Allocation and Risk Management: A Practical Guide to Implementing Quantitative Investment Theory (Finance and Capital Markets Series)
Publicado por
Palgrave Macmillan, 2003
ISBN 10: 1403904588
ISBN 13: 9781403904584
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Librería: SinneWerk gGmbH, Berlin, Alemania
Calificación del vendedor: 3 de 5 estrellas
Hardcover. Condición: Befriedigend. Hardcover. Gr. 8°. (24 x 15,5 cm). XV, 444 Seiten mit zahlreichen Diagrammen und Abbildungen. Einband berieben, Ecken angestoßen und der hintere Buchdeckel mit einigen Druckstellen. Eine Seite des Inhaltsverzeichnisses mit kleiner Knickspur an der Blattecke. Ansonsten innen in sauberem, guten Zustand ohne Eintragungen. (Oktav-833g). Wir versenden versichert mit Hermes. Auf Anfrage ist eine alternative Versandart möglich. Nº de ref. del artículo: 233505-5440F
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Quantitative Portfolio Optimisation, Asset Allocation and Risk Management: A Practical Guide to Implementing Quantitative Investment Theory (Finance and Capital Markets Series)
Publicado por
Palgrave Macmillan, 2002
ISBN 10: 1403904588
ISBN 13: 9781403904584
Antiguo o usado
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Librería: GridFreed, North Las Vegas, NV, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Hardcover. Condición: Good. Good condition with light wear, markings and missing dustjacket. Ex-library. Nº de ref. del artículo: 90-11352
Cantidad disponible: 1 disponibles
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Quantitative Portfolio Optimisation, Asset Allocation and Risk Management: A Practical Guide to Implementing Quantitative Investment Theory (Finance and Capital Markets Series)
Librería: Nauka Japan LLC, Tokyo, Japon
Calificación del vendedor: 4 de 5 estrellas
Condición: New. [ak 2371]. Nº de ref. del artículo: 103
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QUANTITATIVE PORTFOLIO OPTIMIZATION ASSET ALLOCATION AND RISK MANAGEMENT
Librería: Romtrade Corp., STERLING HEIGHTS, MI, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Nº de ref. del artículo: ABNR-233014
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Quantitative Portfolio Optimisation, Asset Allocation and Risk Management: A Practical Guide to Implementing Quantitative Investment Theory (Finance and Capital Markets Series)
Librería: Toscana Books, AUSTIN, TX, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Hardcover. Condición: new. Excellent Condition.Excels in customer satisfaction, prompt replies, and quality checks. Nº de ref. del artículo: Scanned1403904588
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QUANTITATIVE PORTFOLIO OPTIMIZATION ASSET ALLOCATION AND RISK MANAGEMENT
Librería: Basi6 International, Irving, TX, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Nº de ref. del artículo: ABEJUNE24-168367
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Quantitative Portfolio Optimisation, Asset Allocation and Risk Management: A Practical Guide to Implementing Quantitative Investment Theory (Finance and Capital Markets Series)
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: New. In. Nº de ref. del artículo: ria9781403904584_new
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Quantitative Portfolio Optimisation, Asset Allocation and Risk Management
Publicado por
SPRINGER NATURE Dez 2002, 2002
ISBN 10: 1403904588
ISBN 13: 9781403904584
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Calificación del vendedor: 5 de 5 estrellas
Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 443 pp. Englisch. Nº de ref. del artículo: 9781403904584
Cantidad disponible: 2 disponibles
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Quantitative Portfolio Optimisation, Asset Allocation and Risk Management : A Practical Guide to Implementing Quantitative Investment Theory
Publicado por
Springer Nature Singapore, 2002
ISBN 10: 1403904588
ISBN 13: 9781403904584
Nuevo
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Librería: AHA-BUCH GmbH, Einbeck, Alemania
Calificación del vendedor: 5 de 5 estrellas
Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Nº de ref. del artículo: 9781403904584
Cantidad disponible: 2 disponibles
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Quantitative Portfolio Optimisation, Asset Allocation and Risk Management: A Practical Guide to Implementing Quantitative Investment Theory
Publicado por
Palgrave Macmillan UK, 2002
ISBN 10: 1403904588
ISBN 13: 9781403904584
Nuevo
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Librería: moluna, Greven, Alemania
Calificación del vendedor: 5 de 5 estrellas
Gebunden. Condición: New. MIKKEL RASMUSSEN has an MSc in Economics and has worked both as a risk management consultant and equity portfolio manager. He currently manages Japanese equities at AEGON Asset Management in the Netherlands.Targeted towards institutional asset managers . Nº de ref. del artículo: 458477860
Cantidad disponible: Más de 20 disponibles