Portfolio Risk Management: Theoretical Models and Quantitative Tools to Optimize Financial Investments - Couverture souple

Colombo, Davide

 
9798262429059: Portfolio Risk Management: Theoretical Models and Quantitative Tools to Optimize Financial Investments
Couverture souple
ISBN 13 : 9798262429059
Editeur : Independently published, 2025

Synopsis

Portfolio Risk Management
Theoretical Models and Quantitative Tools to Optimize Financial Investments

In today’s volatile and uncertain financial markets, risk management is no longer an option—it is a necessity.
This book offers a comprehensive and practical guide to portfolio risk management, combining theory, quantitative methods, and real-world applications.
Inside you will discover:

  • The foundations of portfolio risk: systematic vs. specific risk, utility theory, and risk aversion.
  • Key models and measures: variance, beta, covariance, Value at Risk (VaR), Expected Shortfall (ES).
  • Portfolio optimization techniques: Markowitz’s mean-variance model, Risk Parity approach, and VaR-based allocation.
  • Practical applications: step-by-step examples of building optimized portfolios with data.
  • Modern perspectives: the role of AI, machine learning, and ESG factors in the future of risk management.
Whether you are a student, researcher, or finance professional, this book will equip you with the tools to:
  • Understand the dynamics of financial risk.
  • Apply advanced quantitative models to real portfolios.
  • Build resilient and sustainable investment strategies.

Why this book?
Unlike generic finance manuals, this work balances academic rigor and practical clarity, making complex models accessible without sacrificing depth.
If you want to discover how to manage portfolio risk in a conscious, quantitative, and future-oriented way, this book is your essential resource.

Your financial decisions deserve a stronger foundation—start here.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Independently published
Date d'édition
2025
Langue
anglais
ISBN 13 
9798262429059
Reliure
Broché
Nombre de pages
72
Coordonnées du fabricant
Manufactured by Amazon on behalf of the author
https://www.amazon.fr/hz/contact-us

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