| 書目名稱 | Quantitative Portfolio Optimisation, Asset Allocation and Risk Management | | 副標題 | A Practical Guide to | | 編輯 | Mikkel Rasmussen | | 視頻video | http://file.papertrans.cn/781/780950/780950.mp4 | | 叢書名稱 | Finance and Capital Markets Series | | 圖書封面 |  | | 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 | | 關鍵詞 | 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 |
The information of publication is updating
書目名稱Quantitative Portfolio Optimisation, Asset Allocation and Risk Management影響因子(影響力)
書目名稱Quantitative Portfolio Optimisation, Asset Allocation and Risk Management影響因子(影響力)學科排名
書目名稱Quantitative Portfolio Optimisation, Asset Allocation and Risk Management網(wǎng)絡公開度
書目名稱Quantitative Portfolio Optimisation, Asset Allocation and Risk Management網(wǎng)絡公開度學科排名
書目名稱Quantitative Portfolio Optimisation, Asset Allocation and Risk Management被引頻次
書目名稱Quantitative Portfolio Optimisation, Asset Allocation and Risk Management被引頻次學科排名
書目名稱Quantitative Portfolio Optimisation, Asset Allocation and Risk Management年度引用
書目名稱Quantitative Portfolio Optimisation, Asset Allocation and Risk Management年度引用學科排名
書目名稱Quantitative Portfolio Optimisation, Asset Allocation and Risk Management讀者反饋
書目名稱Quantitative Portfolio Optimisation, Asset Allocation and Risk Management讀者反饋學科排名
|
|
|
|Archiver|手機版|小黑屋|
派博傳思國際
( 京公網(wǎng)安備110108008328)
GMT+8, 2025-10-6 20:20
發(fā)表于 2025-3-21 17:13:14
