Quantitative Portfolio Optimisation, Asset Allocation and Risk Management - A Practical Guide to Implementing Quantitative Investment Theory (Paperback, Softcover reprint of the original 1st ed. 2003)

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.

General

Imprint:	Palgrave Macmillan
Country of origin:	United Kingdom
Series:	Finance and Capital Markets Series
Release date:	2003
First published:	2003
Authors:	M. Rasmussen
Dimensions:	235 x 155mm (L x W)
Format:	Paperback
Pages:	443
Edition:	Softcover reprint of the original 1st ed. 2003
ISBN-13:	978-1-349-50944-7
Categories:	Books > Business & Economics > Finance & accounting > Finance > Corporate finance Books > Business & Economics > Finance & accounting > Finance > Banking Books > Business & Economics > Business & management > Management & management techniques > General Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General Books > Money & Finance > Banking Books > Money & Finance > Corporate finance Books > Money & Finance > Investment & securities > General Promotions
LSN:	1-349-50944-2
Barcode:	9781349509447

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!