Quantitative Portfolio Optimisation, Asset Allocation and Risk Management: A Practical Guide to Implementing Quantitative Investment Theory (Finance and Capital Markets Series) - Image 1

£164.50

MACMILLAN Quantitative Portfolio Optimisation, Asset Allocation and Risk Management: A Practical Guide to Implementing Quantitative Investment Theory (Finance and Capital Markets Series)

Name: Quantitative Portfolio Optimisation, Asset Allocation and Risk Management: A Practical Guide to Implementing Quantitative Investment Theory (Finance and Capital Markets Series)
Brand: MACMILLAN
Price: 164.5 GBP
Availability: InStock

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About as cheap as it gets. The only time it was cheaper was 2 months ago.

£165 today · all-time low £164 (Mar 2026) · usually the usual

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Description

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.

Key Features

Used Book in Good Condition

Product Specifications

Brand: MACMILLAN
Format: hardcover
ASIN: 1403904588
Category: Books > Subjects > Business, Finance & Law > Economics
Domain: Amazon UK
Release Date: 13 December 2002
Listed Since: 15 December 2006

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MACMILLAN Quantitative Portfolio Optimisation, Asset Allocation and Risk Management: A Practical Guide to Implementing Quantitative Investment Theory (Finance and Capital Markets Series)

About as cheap as it gets. The only time it was cheaper was 2 months ago.

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