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Synopsis
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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l?auteur
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.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
- ÉditeurPalgrave Macmillan
- Date d'édition2002
- ISBN 10 1403904588
- ISBN 13 9781403904584
- ReliureRelié
- Langueanglais
- Nombre de pages443
- Coordonnées du fabricantnon disponible
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Quantitative Portfolio Optimisation, Asset Allocation and Risk Management
Edité par
Palgrave Macmillan, 2003
ISBN 10 : 1403904588
ISBN 13 : 9781403904584
Ancien ou d'occasion
Couverture rigide
Vendeur : Anybook.com, Lincoln, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9781403904584. N° de réf. du vendeur 8662871
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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)
Edité par
Palgrave Macmillan, 2003
ISBN 10 : 1403904588
ISBN 13 : 9781403904584
Ancien ou d'occasion
Couverture rigide
Vendeur : SinneWerk gGmbH, Berlin, Allemagne
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Hardcover. Etat : 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. N° de réf. du vendeur 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)
Edité par
Palgrave Macmillan, 2002
ISBN 10 : 1403904588
ISBN 13 : 9781403904584
Ancien ou d'occasion
Couverture rigide
Vendeur : GridFreed, North Las Vegas, NV, Etats-Unis
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Hardcover. Etat : Good. Good condition with light wear, markings and missing dustjacket. Ex-library. N° de réf. du vendeur 90-11352
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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)
Edité par
Palgrave Macmillan, 2002
ISBN 10 : 1403904588
ISBN 13 : 9781403904584
Neuf
Couverture rigide
Vendeur : Nauka Japan LLC, Tokyo, Japon
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Etat : New. [ak 2371]. N° de réf. du vendeur 103
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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)
Edité par
Palgrave Macmillan, 2002
ISBN 10 : 1403904588
ISBN 13 : 9781403904584
Neuf
Couverture rigide
Vendeur : Toscana Books, AUSTIN, TX, Etats-Unis
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Hardcover. Etat : new. Excellent Condition.Excels in customer satisfaction, prompt replies, and quality checks. N° de réf. du vendeur Scanned1403904588
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QUANTITATIVE PORTFOLIO OPTIMIZATION ASSET ALLOCATION AND RISK MANAGEMENT
Edité par
Palgrave Macmillan, 2002
ISBN 10 : 1403904588
ISBN 13 : 9781403904584
Neuf
Couverture rigide
Vendeur : Romtrade Corp., STERLING HEIGHTS, MI, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : 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. N° de réf. du vendeur ABNR-233014
Quantité disponible : 2 disponible(s)
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QUANTITATIVE PORTFOLIO OPTIMIZATION ASSET ALLOCATION AND RISK MANAGEMENT
Edité par
Palgrave Macmillan, 2002
ISBN 10 : 1403904588
ISBN 13 : 9781403904584
Neuf
Couverture rigide
Vendeur : Basi6 International, Irving, TX, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. N° de réf. du vendeur ABEJUNE24-168367
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Quantitative Portfolio Optimisation, Asset Allocation and Risk Management
Edité par
SPRINGER NATURE Dez 2002, 2002
ISBN 10 : 1403904588
ISBN 13 : 9781403904584
Neuf
Couverture rigide
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : 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. N° de réf. du vendeur 9781403904584
Quantité disponible : 2 disponible(s)
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Quantitative Portfolio Optimisation, Asset Allocation and Risk Management : A Practical Guide to Implementing Quantitative Investment Theory
Edité par
Springer Nature Singapore, 2002
ISBN 10 : 1403904588
ISBN 13 : 9781403904584
Neuf
Couverture rigide
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : 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. N° de réf. du vendeur 9781403904584
Quantité disponible : 2 disponible(s)
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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)
Edité par
Palgrave Macmillan, 2002
ISBN 10 : 1403904588
ISBN 13 : 9781403904584
Neuf
Couverture rigide
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. In. N° de réf. du vendeur ria9781403904584_new
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