Quantitative Portfolio Optimisation, Asset Allocation and Risk Management

Quantitative Portfolio Optimisation, Asset Allocation and Risk Management pdf epub mobi txt 电子书 下载 2025

出版者:Palgrave Macmillan
作者:Mikkel Rasmussen
出品人:
页数:464
译者:
出版时间:2003-03-19
价格:USD 225.00
装帧:Hardcover
isbn号码:9781403904584
丛书系列:
图书标签:
  • finance 
  • 资产配置 
  • 数学 
  • risk 
  • quantitative 
  • management 
  • Quantitative? 
  • Finance 
  •  
承接 住宅 自建房 室内改造 装修设计 免费咨询 QQ:624617358 一级注册建筑师 亲自为您回答、经验丰富,价格亲民。无论项目大小,都全力服务。期待合作,欢迎咨询!QQ:624617358
想要找书就要到 本本书屋
立刻按 ctrl+D收藏本页
你会得到大惊喜!!

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.

具体描述

读后感

评分

评分

评分

评分

评分

用户评价

评分

really like this one, a somewhat comprehensive book on portfolio opt and risk management, those Europeans do know their stuff, highly recommended, however, $200+? are you freakin' kiddin' me?

评分

really like this one, a somewhat comprehensive book on portfolio opt and risk management, those Europeans do know their stuff, highly recommended, however, $200+? are you freakin' kiddin' me?

评分

really like this one, a somewhat comprehensive book on portfolio opt and risk management, those Europeans do know their stuff, highly recommended, however, $200+? are you freakin' kiddin' me?

评分

really like this one, a somewhat comprehensive book on portfolio opt and risk management, those Europeans do know their stuff, highly recommended, however, $200+? are you freakin' kiddin' me?

评分

really like this one, a somewhat comprehensive book on portfolio opt and risk management, those Europeans do know their stuff, highly recommended, however, $200+? are you freakin' kiddin' me?

本站所有内容均为互联网搜索引擎提供的公开搜索信息,本站不存储任何数据与内容,任何内容与数据均与本站无关,如有需要请联系相关搜索引擎包括但不限于百度google,bing,sogou

© 2025 onlinetoolsland.com All Rights Reserved. 本本书屋 版权所有