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Portfolio Theory and Risk Management

Portfolio Theory and Risk Management

Portfolio Theory and Risk Management Paperback - 2014

by Maciej J. Capiński

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Paperback. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; With its focus on examples, exercises and calculations this book suits advanced undergraduates as well as postgraduates and practitioners. It provides a rigorous treatment of the underlying theory and equips the reader to handle risk as
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Details

  • Title Portfolio Theory and Risk Management
  • Author Maciej J. Capiński
  • Binding Paperback
  • Condition New
  • Pages 169
  • Volumes 1
  • Language ENG
  • Publisher Cambridge University Press
  • Publication date 2014-08-07
  • Features Bibliography, Index
  • Bookseller's Inventory # ria9780521177146_inp
  • ISBN 9780521177146 / 0521177146
  • Weight 0.65 lbs (0.29 kg)
  • Dimensions 8.9 x 5.9 x 0.4 in (22.61 x 14.99 x 1.02 cm)
  • Category Business / Economics / Finance
  • Library of Congress subjects Investment analysis, Risk management
  • Library of Congress Catalogue Number 2014006178
  • Dewey Decimal Code 332.6
  • Quantity available 199

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Reader reviews for Portfolio Theory and Risk Management

From the publisher

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.
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