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Quantitative Portfolio Optimisation, Asset Allocation and Risk Management
Rasmussen, Mikkel (Vedby Research Fellow, Danish Institute For International Studies, Copenhagen, Denmark)
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Description for Quantitative Portfolio Optimisation, Asset Allocation and Risk Management
Hardback. Series: Finance and Capital Markets Series. Num Pages: 458 pages, biography. BIC Classification: KFFM; KJMD. Category: (P) Professional & Vocational; (UU) Undergraduate; (XV) Technical / Manuals. Dimension: 235 x 155 x 25. Weight in Grams: 847.
Targeted towards institutional asset managers in general and chief investment officers, portfolio managers and risk managers in particular, 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 ... Read more
Targeted towards institutional asset managers in general and chief investment officers, portfolio managers and risk managers in particular, 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 ... Read more
Product Details
Format
Hardback
Publication date
2002
Publisher
Palgrave USA United States
Number of pages
458
Condition
New
Series
Finance and Capital Markets Series
Number of Pages
443
Place of Publication
Gordonsville, United States
ISBN
9781403904584
SKU
V9781403904584
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Rasmussen, Mikkel (Vedby Research Fellow, Danish Institute For International Studies, Copenhagen, Denmark)
MIKKEL RASMUSSEN has an MSc in Economics and has worked both as a risk management consultant and equity portfolio manager. He currently manages Japanese equities at AEGON Asset Management in the Netherlands.
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