Quantitative Portfolio Optimisation, Asset Allocation and Risk Management (Finance and Capital Markets)
Book Description 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.
More books by Mikkel Rasmussen
Satyajit Das. The Swaps & Financial Derivatives Library:Products, Pricing, Applications and Risk Management3rd Edition Revised(Boxed Set) (Wiley Finance)
The Das Swaps & Financial Derivatives Library – Third Edition Revised is the successor to Swaps & Financial Derivatives, which was first published in 1989 (as Swap Financing). A second edition was published in 1994 (as Swaps & Financial Derivatives – Second Edition (in most of the ...
Louis Esch. Asset & Risk Management
Book DescriptionThe aim of this book is to study three essential components of modern finance – Risk Management, Asset Management and Asset and Liability Management, as well as the links that bind them together. It is divided into five parts: Part I sets out the financial and regulatory contexts ...
Institute of Management and Administrati. Cost Reduction and Control Best Practices : The Best Ways for a Financial Manager to Save Money (Wiley Best Practices)
Book DescriptionCost Reduction and Control Best Practices provides financial manages with no-nonsense, balanced, and practical strategies that are being targeted and used nationwide for controlling costs by thousands of companies in areas such as human resources, compensation, benefits, purchasing, ...
Tony Merna. Corporate Risk Management : An Organisational Perspective
Book DescriptionCorporate Risk Management analyses, compares and contrasts tools and techniques used in risk management at corporate, strategic business and project level and develops a risk management mechanism for the sequencing of risk assessment through corporate, strategic and project ...