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: 163.55 GBP
Availability: InStock

Economics

Price History & Forecast

Last 77 days • 77 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 77 days • 6 price levels

Days at Price

Current Price

Price Analysis

Most common price: £164 (19 days, 24.7%)

Price range: £162 - £173

Price levels: 6 different prices over 77 days

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

Barcode

No barcode data available

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

Price History & Forecast

Price Distribution

Price Analysis

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

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

Investment Theory and Risk Management: 711 (Wiley Finance)

Quantitative Equity Portfolio Management: Modern Techniques and Applications (Chapman and Hall/CRC Financial Mathematics Series)

Quantitative Portfolio Optimization: Advanced Techniques and Applications (Wiley Finance)

Portfolio Selection and Asset Pricing: Models of Financial Economics and Their Applications in Investing

Lectures On The Theory And Application Of Modern Finance With R And Chatgpt: 10 (World Scientific Lecture Notes in Finance)

Portfolio Optimization: Theory and Application

Quantitative Financial Analytics: The Path To Investment Profits

Quantitative Financial Analytics: The Path To Investment Profits

Global Portfolio Diversification: Risk Management, Market Microstructure, and Implementation Issues (Economic Theory, Econometrics, and Mathematical Economics)

Quantitative Investment Analysis: 124 (CFA Institute Investment Series)

Postmodern Portfolio Theory: Navigating Abnormal Markets and Investor Behavior (Quantitative Perspectives on Behavioral Economics and Finance)

Portfolio Construction, Measurement, and Efficiency: Essays in Honor of Jack Treynor

Portfolio Optimization (Chapman and Hall/CRC Financial Mathematics Series)

Financial Signal Processing and Machine Learning (IEEE Press)

Risk and Asset Allocation (Springer Finance)

Quantitative Portfolio Management: with Applications in Python (Springer Texts in Business and Economics)

Quantitative Portfolio Management: with Applications in Python (Springer Texts in Business and Economics)

Portfolio Optimization (Chapman and Hall/CRC Financial Mathematics Series)

Quantitative Equity Portfolio Management, Second Edition: An Active Approach to Portfolio Construction and Management

Quantitative Risk and Portfolio Management: Theory and Practice

Portfolio Management: Theory and Practice

Quantitative Equity Investing: Techniques and Strategies (Frank J. Fabozzi Series)

Investment Analysis: An Introduction to Portfolio Theory and Management