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Quantitative Portfolio Optimisation Asset Allocation And Risk Management Finance And Capital Markets Mikkel Rasmussen

Name: Quantitative Portfolio Optimisation Asset Allocation And Risk Management Finance And Capital Markets Mikkel Rasmussen
SKU: BELL-2161450
Price: 31.00 USD
Availability: InStock
Rating: 4.4 (32 reviews)

SKU: BELL-2161450

$ 31.00 ~~$ 45.00~~ (-31%)

4.4

32 reviews

Quantitative Portfolio Optimisation Asset Allocation And Risk Management Finance And Capital Markets Mikkel Rasmussen instant download after payment.

Publisher: Palgrave Macmillan

File Extension: PDF

File size: 4.22 MB

Pages: 461

Author: Mikkel Rasmussen

ISBN: 9781403904584, 1403904588

Language: English

Year: 2003

Product desciption

Quantitative Portfolio Optimisation Asset Allocation And Risk Management Finance And Capital Markets Mikkel Rasmussen by Mikkel Rasmussen 9781403904584, 1403904588 instant download after payment.

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.