Quantitative Portfolio Optimisation, Asset Allocation and Risk Management: A Practical Guide to Implementing Quantitative Investment Theory (Finance and Capital Markets Series)

4 avg rating
( 1 ratings by Goodreads )
 
9781403904584: Quantitative Portfolio Optimisation, Asset Allocation and Risk Management: A Practical Guide to Implementing Quantitative Investment Theory (Finance and Capital Markets Series)

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 using Monte Carlo simulation and advanced return distribution analysis, analysis of marginal contributions to absolute and active portfolio risk, Value-at-Risk and Extreme Value Theory. All this is performed within the same conceptual, theoretical and empirical framework, providing a self-contained, comprehensive reading experience with a strongly practical aim.

"synopsis" may belong to another edition of this title.

About the Author:

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.

"About this title" may belong to another edition of this title.

Top Search Results from the AbeBooks Marketplace

1.

Mikkel Rasmussen
Published by Palgrave Macmillan (2003)
ISBN 10: 1403904588 ISBN 13: 9781403904584
New Hardcover Quantity Available: 1
Seller:
Ergodebooks
(RICHMOND, TX, U.S.A.)
Rating
[?]

Book Description Palgrave Macmillan, 2003. Hardcover. Book Condition: New. Bookseller Inventory # DADAX1403904588

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 93.97
Convert Currency

Add to Basket

Shipping: US$ 4.99
Within U.S.A.
Destination, Rates & Speeds

2.

Rasmussen, M.
Published by Palgrave Macmillan
ISBN 10: 1403904588 ISBN 13: 9781403904584
New Hardcover Quantity Available: 1
Seller:
Nauka Japan LLC
(Tokyo, ., Japan)
Rating
[?]

Book Description Palgrave Macmillan. Hardcover. Book Condition: New. 1403904588. Bookseller Inventory # 000103

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 101.51
Convert Currency

Add to Basket

Shipping: US$ 10.00
From Japan to U.S.A.
Destination, Rates & Speeds

3.

Rasmussen
ISBN 10: 1403904588 ISBN 13: 9781403904584
New Quantity Available: 5
Seller:
firstbookstore
(New Delhi, India)
Rating
[?]

Book Description Book Condition: Brand New. Brand New Original US Edition, Perfect Condition. Printed in English. Excellent Quality, Service and customer satisfaction guaranteed!. Bookseller Inventory # AIND-90572

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 186.92
Convert Currency

Add to Basket

Shipping: FREE
From India to U.S.A.
Destination, Rates & Speeds

4.

RASMUSSEN
ISBN 10: 1403904588 ISBN 13: 9781403904584
New Quantity Available: 14
Seller:
Bookshub
(Karol Bagh, India)
Rating
[?]

Book Description Book Condition: New. New. US edition. Perfect condition. Customer satisfaction our priority. Bookseller Inventory # ABE-FEB-5165

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 189.09
Convert Currency

Add to Basket

Shipping: FREE
From India to U.S.A.
Destination, Rates & Speeds

5.

RASMUSSEN
ISBN 10: 1403904588 ISBN 13: 9781403904584
New Quantity Available: 14
Seller:
EBOOKSTORE2010
(New Delhi, ND, India)
Rating
[?]

Book Description Book Condition: Brand New. New. US edition. Customer Satisfaction guaranteed!!. Bookseller Inventory # SHUB5165

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 189.14
Convert Currency

Add to Basket

Shipping: FREE
From India to U.S.A.
Destination, Rates & Speeds

6.

Rasmussen
ISBN 10: 1403904588 ISBN 13: 9781403904584
New Quantity Available: 5
Seller:
Romtrade Corp.
(STERLING HEIGHTS, MI, U.S.A.)
Rating
[?]

Book Description Book Condition: New. Brand New Original US Edition.We Ship to PO BOX Address also. EXPEDITED shipping option also available for faster delivery. Bookseller Inventory # AUSBNEW-90572

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 195.26
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

7.

RASMUSSEN
ISBN 10: 1403904588 ISBN 13: 9781403904584
New Quantity Available: 14
Seller:
Basi6 International
(Irving, TX, U.S.A.)
Rating
[?]

Book Description Book Condition: Brand New. New, US edition. Excellent Customer Service. Bookseller Inventory # ABEUSA-5165

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 195.27
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

8.

Rasmussen, M.
Published by Palgrave Macmillan
ISBN 10: 1403904588 ISBN 13: 9781403904584
New Hardcover Quantity Available: 1
Seller:
Cloud 9 Books
(Wellington, FL, U.S.A.)
Rating
[?]

Book Description Palgrave Macmillan. Hardcover. Book Condition: New. 1403904588 New Condition. Bookseller Inventory # NEW7.1524042

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 208.30
Convert Currency

Add to Basket

Shipping: US$ 4.99
Within U.S.A.
Destination, Rates & Speeds

9.

M. Rasmussen
Published by Palgrave Macmillan (2002)
ISBN 10: 1403904588 ISBN 13: 9781403904584
New Hardcover Quantity Available: 1
Seller:
Irish Booksellers
(Rumford, ME, U.S.A.)
Rating
[?]

Book Description Palgrave Macmillan, 2002. Hardcover. Book Condition: New. book. Bookseller Inventory # M1403904588

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 295.00
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

10.

Rasmussen, Mikkel
Published by AIAA (2016)
ISBN 10: 1403904588 ISBN 13: 9781403904584
New Paperback Quantity Available: 1
Print on Demand
Seller:
Ria Christie Collections
(Uxbridge, United Kingdom)
Rating
[?]

Book Description AIAA, 2016. Paperback. Book Condition: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Bookseller Inventory # ria9781403904584_lsuk

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 291.89
Convert Currency

Add to Basket

Shipping: US$ 5.20
From United Kingdom to U.S.A.
Destination, Rates & Speeds

There are more copies of this book

View all search results for this book