Inicio Portfolio Risk Analysis de Gregory Connor; Lisa R. Goldberg; Robert A. Korajczyk (ISBN: 9780691128283)

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Portfolio Risk Analysis Tapa dura - 2010

Name: Portfolio Risk Analysis
Price: 115.35 GBP
Availability: InStock
Author: Gregory Connor
ISBN: 9780691128283

de Gregory Connor; Lisa R. Goldberg; Robert A. Korajczyk

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Descripción de contraportada

"Thorough and well-cited, this is a comprehensive treatment of techniques for portfolio risk management. It provides a unique perspective, from the fundamentals to practical applications. There are few books that cover this material in this particular way."--Christopher L. Culp, author of Structured Finance and Insurance

"The range of topics is wide and the coverage is deep. An impressive book."--Peter Christoffersen, McGill University

"The conceptual framework of this book is presented in a lucid and clear manner. The treatment is mathematically rigorous where it matters, without ever becoming pedantic and without cutting corners."--Riccardo Rebonato, Royal Bank of Scotland

"This book takes major steps forward in the crucially important area of portfolio risk measurement, making significant strides toward incorporating industry and country risk, as well as macroeconomic, FX, credit, transactions cost, and liquidity risks. It will be an essential reference text for academics, central bankers, and others in the financial services industry."--Francis X. Diebold, University of Pennsylvania

Detalles

Título Portfolio Risk Analysis
Autor Gregory Connor; Lisa R. Goldberg; Robert A. Korajczyk
Encuadernación Tapa dura
Páginas 400
Volúmenes 1
Idioma ENG
Editorial Princeton University Press
Fecha de publicación 2010-03
Ilustrado Sí
Features Bibliography, Dust Cover, Illustrated, Index, Table of Contents
ISBN 9780691128283 / 0691128286
Peso 1.45 libras (0.66 kg)
Dimensiones 9.2 x 6.2 x 1.3 pulgadas (23.37 x 15.75 x 3.30 cm)
Library of Congress subjects Risk management, Portfolio management
Número de catálogo de la Librería del Congreso de EEUU 2009050913
Dewey Decimal Code 332.6

Acerca del autor

Gregory Connor is professor of finance at the National University of Ireland, Maynooth, and senior research associate at the London School of Economics and Political Science. Lisa R. Goldberg is executive director of analytic initiatives at MSCI Barra and adjunct professor of statistics at the University of California, Berkeley. Robert A. Korajczyk is professor of finance at Northwestern University.

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Portfolio Risk Analysis

de Gregory Connor

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Tapa dura

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Encuadernación

Hardcover

ISBN 10 / ISBN 13

9780691128283 / 0691128286

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The Saint Bookstore

Southport, Merseyside, United Kingdom

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Precio

EUR 136.55

EUR 11.78 enviando a USA

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Descripción:

Hardback. New. Presents an overview of financial risk modeling, with a focus on practical applications, empirical reality, and historical perspective. Covering the mean-variance analysis and the capital asset pricing model, this title offers an account of factor models, which are the key to successful risk analysis in every economic climate.