Risk Analysis and Portfolio Modelling.

✍ Scribed by Elisa Luciano; David Allen

Publisher: MDPI
Year: 2019
Tongue: English
Leaves: 226
Category: Library

⬇ Acquire This Volume

No coin nor oath required. For personal study only.

✦ Table of Contents

Blank Page

📜 SIMILAR VOLUMES

Portfolio Risk Analysis

📁 Portfolio Risk Analysis

✍ Gregory Connor, Lisa R. Goldberg, Robert A. Korajczyk 📂 Library 📅 2010 🌐 English

Portfolio risk forecasting has been and continues to be an active research field for both academics and practitioners. Almost all institutional investment management firms use quantitative models for their portfolio forecasting, and researchers have explored models' econometric foundations, relative

Portfolio Risk Analysis

📁 Portfolio Risk Analysis

✍ Gregory Connor; Lisa R. Goldberg; Robert A. Korajczyk 📂 Library 📅 2010 🏛 Princeton University Press 🌐 English

<p>Portfolio risk forecasting has been and continues to be an active research field for both academics and practitioners. Almost all institutional investment management firms use quantitative models for their portfolio forecasting, and researchers have explored models' econometric foundations, relat

Risk and Portfolio Analysis: Principles

📁 Risk and Portfolio Analysis: Principles and Methods

✍ Henrik Hult, Filip Lindskog, Ola Hammarlid, Carl Johan Rehn 📂 Library 📅 2012 🏛 Springer 🌐 English

Combines useful practical insights with rigorous yet elementary mathematics The presentation of the theory goes hand in hand with numerous real-world examples The books aims to demystify many commonly encountered approaches to risk management and portfolio choice by decomposing them into p

Mathematical Risk Analysis: Dependence,

📁 Mathematical Risk Analysis: Dependence, Risk Bounds, Optimal Allocations and Portfolios

✍ Ludger Rüschendorf 📂 Library 📅 2013 🏛 Springer 🌐 English

The author's particular interest in the area of risk measures is to combine this theory with the analysis of dependence properties. The present volume gives an introduction of basic concepts and methods in mathematical risk analysis, in particular of those parts of risk theory that are of special re

Mathematical Risk Analysis: Dependence,

📁 Mathematical Risk Analysis: Dependence, Risk Bounds, Optimal Allocations and Portfolios

✍ Ludger Rüschendorf 📂 Library 📅 2013 🏛 Springer 🌐 English

Financial Risk Modelling and Portfolio O

📁 Financial Risk Modelling and Portfolio Optimization with R

✍ Bernhard Pfaff 📂 Library 📅 2013 🏛 Wiley 🌐 English

Introduces the latest techniques advocated for measuring financial market risk and portfolio optimization, and provides a plethora of R code examples that enable the reader to replicate the results featured throughout the book.Financial Risk Modelling and Portfolio Optimization with R:Demonstrates t