Risk and portfolio analysis : principles and methods / Henrik Hult...[et al.].

By:

Hult, Henrik [author]

Contributor(s):

Material type: Text

TextSeries: Springer series in operations research and financial engineeringPublication details: New York : Springer, 2012.Description: xiii, 335 p. : ill. ; 24 cmISBN:

9781461441021

Subject(s):

DDC classification:

332.6 23 H917

Contents:

pt. I Principles -- ch. 1 Interest Rates and Financial Derivatives -- ch. 2. Convex Optimization -- ch. 3. Quadratic Hedging Principles -- ch. 4. Quadratic Investment Principles -- ch. 5. Utility-Based Investment Principles -- ch. 6. Risk Measurement Principles -- pt. II Methods -- ch. 7. Empirical Methods -- ch. 8. Parametric Models and Their Tails -- ch. 9. Multivariate Models.

Summary: This book offers principles and useful methods for making investment and risk management decisions in the presence of hedgeable and non-hedgeable risks using the simplest possible methods and models that capture the essential features of real-world problems.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Books	ISI Library, Kolkata	332.6 H917 (Browse shelf(Opens below))	Available		137233

Total holds: 0

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Previous	332.6 H393 Capital investment appraisal	332.6 H671 Fundamentals of investment management /	332.6 H671 Fundamentals of investment management /	332.6 H917 Risk and portfolio analysis : principles and methods /	332.6 J76 Economics of saving	332.6 K45 Problems of monetary policy in a developing economy	332.6 K55 Stock exchange,its works,its place in the modern world	Next

Includes bibliographical references and index.

pt. I Principles --
ch. 1 Interest Rates and Financial Derivatives --
ch. 2. Convex Optimization --
ch. 3. Quadratic Hedging Principles --
ch. 4. Quadratic Investment Principles --
ch. 5. Utility-Based Investment Principles --
ch. 6. Risk Measurement Principles --
pt. II Methods --
ch. 7. Empirical Methods --
ch. 8. Parametric Models and Their Tails --
ch. 9. Multivariate Models.

This book offers principles and useful methods for making investment and risk management decisions in the presence of hedgeable and non-hedgeable risks using the simplest possible methods and models that capture the essential features of real-world problems.

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