Articoli correlati a Quantitative Portfolio Optimisation, Asset Allocation...
Quantitative Portfolio Optimisation, Asset Allocation and Risk Management: A Practical Guide to Implementing Quantitative Investment Theory - Rilegato
Sinossi
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.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Informazioni sull?autore
MIKKEL RASMUSSEN has an MSc in Economics and has worked both as a risk management consultant and equity portfolio manager. He currently manages Japanese equities at AEGON Asset Management in the Netherlands.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
- EditorePalgrave Macmillan
- Data di pubblicazione2002
- ISBN 10 1403904588
- ISBN 13 9781403904584
- RilegaturaCopertina rigida
- LinguaInglese
- Numero di pagine444
- Contatto del produttorenon disponibile
Compra nuovo
Visualizza questo articolo
EUR 91,81
EUR 13,17 per la spedizione da Giappone a Italia
Destinazione, tempi e costiAltre edizioni note dello stesso titolo
Risultati della ricerca per Quantitative Portfolio Optimisation, Asset Allocation...
Immagini fornite dal venditore
Quantitative Portfolio Optimisation, Asset Allocation and Risk Management: A Practical Guide to Implementing Quantitative Investment Theory (Finance and Capital Markets Series)
Editore:
Palgrave Macmillan, 2003
ISBN 10: 1403904588
ISBN 13: 9781403904584
Antico o usato
Rilegato
Da: SinneWerk gGmbH, Berlin, Germania
Valutazione del venditore 3 su 5 stelle
Hardcover. Condizione: Befriedigend. Hardcover. Gr. 8°. (24 x 15,5 cm). XV, 444 Seiten mit zahlreichen Diagrammen und Abbildungen. Einband berieben, Ecken angestoßen und der hintere Buchdeckel mit einigen Druckstellen. Eine Seite des Inhaltsverzeichnisses mit kleiner Knickspur an der Blattecke. Ansonsten innen in sauberem, guten Zustand ohne Eintragungen. (Oktav-833g). Wir versenden versichert mit Hermes. Auf Anfrage ist eine alternative Versandart möglich. Codice articolo 233505-5440F
Quantità: 1 disponibili
Foto dell'editore
Quantitative Portfolio Optimisation, Asset Allocation and Risk Management: A Practical Guide to Implementing Quantitative Investment Theory (Finance and Capital Markets Series)
Editore:
Palgrave Macmillan, 2002
ISBN 10: 1403904588
ISBN 13: 9781403904584
Antico o usato
Rilegato
Da: GridFreed, North Las Vegas, NV, U.S.A.
Valutazione del venditore 5 su 5 stelle
Hardcover. Condizione: Good. Good condition with light wear, markings and missing dustjacket. Ex-library. Codice articolo 90-11352
Quantità: 1 disponibili
Foto dell'editore
Quantitative Portfolio Optimisation, Asset Allocation and Risk Management: A Practical Guide to Implementing Quantitative Investment Theory (Finance and Capital Markets Series)
Da: Nauka Japan LLC, Tokyo, Giappone
Valutazione del venditore 3 su 5 stelle
Condizione: New. [ak 2371]. Codice articolo 103
Quantità: 1 disponibili
Foto dell'editore
Quantitative Portfolio Optimisation, Asset Allocation and Risk Management: A Practical Guide to Implementing Quantitative Investment Theory (Finance and Capital Markets Series)
Da: Toscana Books, AUSTIN, TX, U.S.A.
Valutazione del venditore 5 su 5 stelle
Hardcover. Condizione: new. Excellent Condition.Excels in customer satisfaction, prompt replies, and quality checks. Codice articolo Scanned1403904588
Quantità: 1 disponibili
Foto dell'editore
QUANTITATIVE PORTFOLIO OPTIMIZATION ASSET ALLOCATION AND RISK MANAGEMENT
Da: Basi6 International, Irving, TX, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Codice articolo ABEJUNE24-168367
Quantità: 10 disponibili
Foto dell'editore
QUANTITATIVE PORTFOLIO OPTIMIZATION ASSET ALLOCATION AND RISK MANAGEMENT
Da: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Codice articolo ABNR-233014
Quantità: 2 disponibili
Immagini fornite dal venditore
Quantitative Portfolio Optimisation, Asset Allocation and Risk Management
Print on DemandDa: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 443 pp. Englisch. Codice articolo 9781403904584
Quantità: 2 disponibili
Immagini fornite dal venditore
Quantitative Portfolio Optimisation, Asset Allocation and Risk Management : A Practical Guide to Implementing Quantitative Investment Theory
Da: AHA-BUCH GmbH, Einbeck, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Codice articolo 9781403904584
Quantità: 2 disponibili
Foto dell'editore
Quantitative Portfolio Optimisation, Asset Allocation and Risk Management: A Practical Guide to Implementing Quantitative Investment Theory (Finance and Capital Markets Series)
Da: Ria Christie Collections, Uxbridge, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: New. In. Codice articolo ria9781403904584_new
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Quantitative Portfolio Optimisation, Asset Allocation and Risk Management: A Practical Guide to Implementing Quantitative Investment Theory
Da: moluna, Greven, Germania
Valutazione del venditore 4 su 5 stelle
Condizione: New. MIKKEL RASMUSSEN has an MSc in Economics and has worked both as a risk management consultant and equity portfolio manager. He currently manages Japanese equities at AEGON Asset Management in the Netherlands.Targeted towards institutional asset managers . Codice articolo 458477860
Quantità: Più di 20 disponibili