Portfolio theory and risk management:
With its emphasis on examples, exercises and calculations, this book suits advanced undergraduates as well as postgraduates and practitioners. It provides a clear treatment of the scope and limitations of mean-variance portfolio theory and introduces popular modern risk measures. Proofs are given in...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2014
|
| Schriftenreihe: | Mastering mathematical finance
|
| Schlagworte: | |
| Online-Zugang: | BSB01 FHN01 Volltext |
| Zusammenfassung: | With its emphasis on examples, exercises and calculations, this book suits advanced undergraduates as well as postgraduates and practitioners. It provides a clear treatment of the scope and limitations of mean-variance portfolio theory and introduces popular modern risk measures. Proofs are given in detail, assuming only modest mathematical background, but with attention to clarity and rigour. The discussion of VaR and its more robust generalizations, such as AVaR, brings recent developments in risk measures within range of some undergraduate courses and includes a novel discussion of reducing VaR and AVaR by means of hedging techniques. A moderate pace, careful motivation and more than 70 exercises give students confidence in handling risk assessments in modern finance. Solutions and additional materials for instructors are available at www.cambridge.org/9781107003675 |
| Beschreibung: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Beschreibung: | 1 online resource (x, 160 pages) |
| ISBN: | 9781139017398 |
| DOI: | 10.1017/CBO9781139017398 |
Internformat
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Datensatz im Suchindex
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| author | Capinski, Maciej J. |
| author_facet | Capinski, Maciej J. |
| author_role | aut |
| author_sort | Capinski, Maciej J. |
| author_variant | m j c mj mjc |
| building | Verbundindex |
| bvnumber | BV043940950 |
| classification_rvk | QK 810 SK 980 |
| collection | ZDB-20-CBO |
| ctrlnum | (ZDB-20-CBO)CR9781139017398 (OCoLC)930541071 (DE-599)BVBBV043940950 |
| dewey-full | 332.6 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6 |
| dewey-search | 332.6 |
| dewey-sort | 3332.6 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| doi_str_mv | 10.1017/CBO9781139017398 |
| format | Electronic eBook |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:39:14Z |
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| isbn | 9781139017398 |
| language | English |
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| series2 | Mastering mathematical finance |
| spelling | Capinski, Maciej J. Verfasser aut Portfolio theory and risk management Maciej J. Capinski, AGH University of Science and Technology, Kraków, Poland, Ekkehard Kopp, University of Hull, Hull, UK. Portfolio Theory & Risk Management Cambridge Cambridge University Press 2014 1 online resource (x, 160 pages) txt rdacontent c rdamedia cr rdacarrier Mastering mathematical finance Title from publisher's bibliographic system (viewed on 05 Oct 2015) With its emphasis on examples, exercises and calculations, this book suits advanced undergraduates as well as postgraduates and practitioners. It provides a clear treatment of the scope and limitations of mean-variance portfolio theory and introduces popular modern risk measures. Proofs are given in detail, assuming only modest mathematical background, but with attention to clarity and rigour. The discussion of VaR and its more robust generalizations, such as AVaR, brings recent developments in risk measures within range of some undergraduate courses and includes a novel discussion of reducing VaR and AVaR by means of hedging techniques. A moderate pace, careful motivation and more than 70 exercises give students confidence in handling risk assessments in modern finance. Solutions and additional materials for instructors are available at www.cambridge.org/9781107003675 Portfolio management Risk management Investment analysis Portfoliomanagement (DE-588)4115601-8 gnd rswk-swf Investitionsanalyse (DE-588)4273190-2 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Investitionsanalyse (DE-588)4273190-2 s Portfoliomanagement (DE-588)4115601-8 s Risikomanagement (DE-588)4121590-4 s 1\p DE-604 Kopp, P. E. 1944- Sonstige oth Erscheint auch als Druckausgabe 978-0-521-17714-6 Erscheint auch als Druckausgabe 978-1-107-00367-5 https://doi.org/10.1017/CBO9781139017398 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Capinski, Maciej J. Portfolio theory and risk management Portfolio management Risk management Investment analysis Portfoliomanagement (DE-588)4115601-8 gnd Investitionsanalyse (DE-588)4273190-2 gnd Risikomanagement (DE-588)4121590-4 gnd |
| subject_GND | (DE-588)4115601-8 (DE-588)4273190-2 (DE-588)4121590-4 |
| title | Portfolio theory and risk management |
| title_alt | Portfolio Theory & Risk Management |
| title_auth | Portfolio theory and risk management |
| title_exact_search | Portfolio theory and risk management |
| title_full | Portfolio theory and risk management Maciej J. Capinski, AGH University of Science and Technology, Kraków, Poland, Ekkehard Kopp, University of Hull, Hull, UK. |
| title_fullStr | Portfolio theory and risk management Maciej J. Capinski, AGH University of Science and Technology, Kraków, Poland, Ekkehard Kopp, University of Hull, Hull, UK. |
| title_full_unstemmed | Portfolio theory and risk management Maciej J. Capinski, AGH University of Science and Technology, Kraków, Poland, Ekkehard Kopp, University of Hull, Hull, UK. |
| title_short | Portfolio theory and risk management |
| title_sort | portfolio theory and risk management |
| topic | Portfolio management Risk management Investment analysis Portfoliomanagement (DE-588)4115601-8 gnd Investitionsanalyse (DE-588)4273190-2 gnd Risikomanagement (DE-588)4121590-4 gnd |
| topic_facet | Portfolio management Risk management Investment analysis Portfoliomanagement Investitionsanalyse Risikomanagement |
| url | https://doi.org/10.1017/CBO9781139017398 |
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