Titlebook: Risk and Portfolio Analysis; Principles and Metho Henrik Hult,Filip Lindskog,Carl Johan Rehn Textbook 2012 Springer Science+Business Media

暖昧关系

Empirical Methodsdata to speak for themselves in the sense that the model for the future values should only be based on information available in the given historical data samples. The assumption we make is therefore that the information in the samples is representative of future values and that no additional probability beliefs of the modeler are relevant.

牵索

Geyser

MOCK

Textbook 2012ructured approach to these problems naturally leads one to the field of applied mathematics in order to translate subjective probability beliefs and attitudes towards risk and reward into actual decisions.. .In Risk and Portfolio Analysis the authors present sound principles and useful methods for m

Cumbersome

machination

Ischemia

COWER

胆小懦夫

Risk Measurement Principlesnetary units so that the measurement of the risk of a position can be interpreted as the size of buffer capital that should be added to the position to provide a sufficient protection against undesirable outcomes. In the investment problems in Chap. 4, variance was used to quantify the riskiness of

健谈

Empirical Methods to model the value at a future time . > 0 of portfolios whose values depend on a given set of assets and possibly also liabilities. Here we want the data to speak for themselves in the sense that the model for the future values should only be based on information available in the given historical d