Tags
Language
Tags
<<
October 2025
Su Mo Tu We Th Fr Sa
28 29 30 1 2 3 4
5 6 7 8 9 10 11
12 13 14 15 16 17 18
19 20 21 22 23 24 25
26 27 28 29 30 31 1
    Attention❗ To save your time, in order to download anything on this site, you must be registered 👉 HERE. If you do not have a registration yet, it is better to do it right away. ✌

    ( • )( • ) ( ͡⚆ ͜ʖ ͡⚆ ) (‿ˠ‿)
    SpicyMags.xyz
    1. Home
    2. eBooks & eLearning
    3. Quantitative Portfolio Optimisation, Asset Allocation and Risk Management

    Quantitative Portfolio Optimisation, Asset Allocation and Risk Management

    Posted By: tot167
    Date: 29 Jan 2009 21:24:00
    Quantitative Portfolio Optimisation, Asset Allocation and Risk Management

    Mikkel Rasmussen, "Quantitative Portfolio Optimisation, Asset Allocation and Risk Management"
    Palgrave Macmillan | 2003-03-19 | ISBN: 1403904588 | 400 pages | PDF | 3,7 MB

    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.

    uploading.com


    depositfiles.com


    uploadbox.com

    Only RS mirrors, please

    UPWARDS