| 书目名称 | Quantitative Portfolio Optimisation, Asset Allocation and Risk Management | | 副标题 | A Practical Guide to | | 编辑 | Mikkel Rasmussen | | 视频video | | | 丛书名称 | Finance and Capital Markets Series | | 图书封面 |  | | 描述 | 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. | | 出版日期 | Book 2003 | | 关键词 | asset allocation; asset management; asset manager; asset pricing; investment; Portfolio; portfolio managem | | 版次 | 1 | | doi | https://doi.org/10.1057/9780230512856 | | isbn_softcover | 978-1-349-50944-7 | | isbn_ebook | 978-0-230-51285-6Series ISSN 2946-2010 Series E-ISSN 2946-2029 | | issn_series | 2946-2010 | | copyright | Palgrave Macmillan, a division of Macmillan Publishers Limited 2003 |
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发表于 2025-3-21 17:13:14
