|
Books > Business & Economics > Business & management > Management & management techniques > Management decision making
|
Buy Now
Quantitative Portfolio Optimisation, Asset Allocation and Risk Management - A Practical Guide to Implementing Quantitative Investment Theory (Hardcover)
Loot Price: R9,343
Discovery Miles 93 430
|
|
|
Quantitative Portfolio Optimisation, Asset Allocation and Risk Management - A Practical Guide to Implementing Quantitative Investment Theory (Hardcover)
Series: Finance and Capital Markets Series
Expected to ship within 10 - 15 working days
|
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.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
|
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
