Risk And Portfolio Analysis

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Risk And Portfolio Analysis

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Author : Henrik Hult
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-07-20

Risk And Portfolio Analysis written by Henrik Hult and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-07-20 with Mathematics categories.

Investment and risk management problems are fundamental problems for financial institutions and involve both speculative and hedging decisions. A structured approach to these problems naturally leads one to the field of applied mathematics in order to translate subjective probability beliefs and attitudes towards risk and reward into actual decisions. In Risk and Portfolio Analysis the authors present sound principles and useful methods for making investment and risk management decisions in the presence of hedgeable and non-hedgeable risks using the simplest possible principles, methods, and models that still capture the essential features of the real-world problems. They use rigorous, yet elementary mathematics, avoiding technically advanced approaches which have no clear methodological purpose and are practically irrelevant. The material progresses systematically and topics such as the pricing and hedging of derivative contracts, investment and hedging principles from portfolio theory, and risk measurement and multivariate models from risk management are covered appropriately. The theory is combined with numerous real-world examples that illustrate how the principles, methods, and models can be combined to approach concrete problems and to draw useful conclusions. Exercises are included at the end of the chapters to help reinforce the text and provide insight. This book will serve advanced undergraduate and graduate students, and practitioners in insurance, finance as well as regulators. Prerequisites include undergraduate level courses in linear algebra, analysis, statistics and probability.

Portfolio Analysis

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Author : Gordon J. Alexander
language : en
Publisher: Prentice Hall
Release Date : 1986

Portfolio Analysis written by Gordon J. Alexander and has been published by Prentice Hall this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with Business & Economics categories.

Portfolio Risk Analysis

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Author : Gregory Connor
language : en
Publisher: Princeton University Press
Release Date : 2010-03-15

Portfolio Risk Analysis written by Gregory Connor and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-03-15 with Business & Economics categories.

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 performance, and implications for capital market behavior and asset pricing equilibrium. Portfolio Risk Analysis provides an insightful and thorough overview of financial risk modeling, with an emphasis on practical applications, empirical reality, and historical perspective. Beginning with mean-variance analysis and the capital asset pricing model, the authors give a comprehensive and detailed account of factor models, which are the key to successful risk analysis in every economic climate. Topics range from the relative merits of fundamental, statistical, and macroeconomic models, to GARCH and other time series models, to the properties of the VIX volatility index. The book covers both mainstream and alternative asset classes, and includes in-depth treatments of model integration and evaluation. Credit and liquidity risk and the uncertainty of extreme events are examined in an intuitive and rigorous way. An extensive literature review accompanies each topic. The authors complement basic modeling techniques with references to applications, empirical studies, and advanced mathematical texts. This book is essential for financial practitioners, researchers, scholars, and students who want to understand the nature of financial markets or work toward improving them.

Alternative Approaches To Risk In Portfolio Analysis

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Author : Alberto Reyes Ilano
language : en
Publisher:
Release Date : 1971

Alternative Approaches To Risk In Portfolio Analysis written by Alberto Reyes Ilano and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1971 with categories.

Alternative Approaches To Risk In Portfolio Analysis

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Author : Alberto R. Ilano
language : en
Publisher:
Release Date : 1975

Alternative Approaches To Risk In Portfolio Analysis written by Alberto R. Ilano and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1975 with Investments categories.

Yield Curve Analysis

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Author : Livingston G. Douglas
language : en
Publisher: Prentice Hall
Release Date : 1988

Yield Curve Analysis written by Livingston G. Douglas and has been published by Prentice Hall this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988 with Business & Economics categories.

With their increasing complexity, the fixed-income markets have made greater demands upon their participants. To be successful -- in this era of heightened volatility, especially -- requires a firm foundation in the precepts underlying the behavior of fixed-income investments. This book answers that need by presenting a comprehensive analysis of the two primary concepts: risk and return. Its four major sections develop and apply these concepts clearly and progressively, with outline and summary aids to enhance understanding and ample illustrations to reinforce the explanations.

The Journal Of Lending Credit Risk Management

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Author :
language : en
Publisher:
Release Date : 1998

The Journal Of Lending Credit Risk Management written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Bank loans categories.

Energy Risk

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Author : Dragana Pilipović
language : en
Publisher: McGraw Hill Professional
Release Date : 1998

Energy Risk written by Dragana Pilipović and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Business & Economics categories.

Gain the benefit of Pilipovic's complete energy risk management system, from devising hedging and trading strategies to the implementation on the trading desk. "Energy Risk" explains valuation and portfolio analysis, and offers tips for managers who must deal with energy risk. It covers electricity, natural gas, and other energy markets. 175 illus.

Investments Analysis And Management

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Author : W. Sean Cleary
language : en
Publisher: Wiley
Release Date : 1999-09-27

Investments Analysis And Management written by W. Sean Cleary and has been published by Wiley this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-09-27 with Business & Economics categories.

Investments: Analysis and Management, Canadian Edition by W. Sean Cleary and Charles P. Jones is an introductory text that prepares Canadian college and university students for a career in the investments industry. Its unique coverage provides both the theoretical foundation and practical applications students will need to make real-life investment decisions. Several key features distinguish Investments such as an accessible approach to topics, introducing students to the how, and not just the why, of investment management. The text steps beyond concepts by focusing on the realities of the Canadian Investment community. In addition, Investments places great emphasis on topics that are included in professional courses such as the Canadian Securities Course (CSC) and the Chartered Financial Analysts (CFA) program, helping students prepare for future courses and careers.

Research Report

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Author :
language : en
Publisher:
Release Date : 1975

Research Report written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1975 with Humanities categories.