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Portfolio theory and risk management /

Capinski, Maciej J.

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Portfolio theory and risk management /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Portfolio theory and risk management // Maciej J. Capiński, Ekkehard Kopp.
作者:	Capinski, Maciej J.
其他作者:	Kopp, P. E.,
出版者:	Cambridge, UK :Cambridge University Press, : 2014.,
面頁冊數:	x, 160 p. ;ill :23 cm.
標題:	Portfolio management. -
ISBN:	9780521177146

Portfolio theory and risk management /
Capinski, Maciej J.

Portfolio theory and risk management /Maciej J. Capiński, Ekkehard Kopp. - Cambridge, UK :Cambridge University Press,2014. - x, 160 p. ;ill :23 cm. - Mastering mathematical finance.

Includes bibliographical references and index.

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.

ISBN: 9780521177146US39.99

LCCN: 2014006178Subjects--Topical Terms:

646616
Portfolio management.

LC Class. No.: HG4529.5 / .C366 2014

Dewey Class. No.: 332.6

Portfolio theory and risk management /
LDR:01732cam a2200277 a 4500 001 1991272
003 DLC
005 20141212092301.0
008 150930s2014 enk b 001 0 eng
010 $a 2014006178
020 $a 9780521177146 $q (pbk.) : $c US39.99
020 $a 0521177146 $q (pbk.)
020 $a 9781107003675 $q (hbk.)
020 $a 1107003679 $q (hbk.)
020 $a 1139989456 $q (ebk.)
020 $a 9781139989459 $q (ebk.)
020 $a 9781139017398 $q (ebk.)
020 $a 113901739X $q (ebk.)
040 $a DLC $b eng
050 0 0 $a HG4529.5 $b .C366 2014
082 0 0 $a 332.6 $2 23
100 1 $a Capinski, Maciej J. $3 2144374
245 1 0 $a Portfolio theory and risk management / $c Maciej J. Capiński, Ekkehard Kopp.
260 # $a Cambridge, UK : $b Cambridge University Press, $c 2014.
300 $a x, 160 p. ; $b ill : $c 23 cm.
490 1 0 $a Mastering mathematical finance
504 $a Includes bibliographical references and index.
520 # $a 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.
650 # 0 $a Portfolio management. $3 646616
650 # 0 $a Risk management. $3 540477
650 # 0 $a Investment analysis. $3 566988
700 1 # $a Kopp, P. E., $d 1944- $3 544184