ISBN: 9781349509447 - quantitative portfolio optimisation, asset allocation and risk management: a practical guide to implementing quantitative investment theory (finance and capital markets series) (13 resultados)

Condición: New.

Condición: New.

Taschenbuch. Condición: Neu. Quantitative Portfolio Optimisation, Asset Allocation and Risk Management | A Practical Guide to Implementing Quantitative Investment Theory | M. Rasmussen | Taschenbuch | xv | Englisch | 2003 | Palgrave MacMillan UK | EAN 9781349509447 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…

Condición: As New. Unread book in perfect condition.

Condición: New. In English.

Condición: As New. Unread book in perfect condition.

Condición: New. Series: Finance and Capital Markets Series. Num Pages: 458 pages, biography. BIC Classification: KFFH; KFFK; KFFM; KJM. Category: (G) General (US: Trade). Dimension: 235 x 155. . . 2003. Softcover reprint of the original 1st ed. 2003. Paperback. . . . .

Paperback. Condición: Brand New. 443 pages. 9.25x6.10x0.94 inches. In Stock.

Condición: New. Series: Finance and Capital Markets Series. Num Pages: 458 pages, biography. BIC Classification: KFFH; KFFK; KFFM; KJM. Category: (G) General (US: Trade). Dimension: 235 x 155. . . 2003. Softcover reprint of the original 1st ed. 2003. Paperback. . . . . Books ship from the US and Ireland.…

Condición: new. Questo è un articolo print on demand.

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 .…

Taschenbuch. 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.…

Taschenbuch. Condición: Neu. nach der Bestellung gedruckt 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.…