Portfolio Theory and Risk Management (Record no. 47969)

MARC details
000 -LEADER
fixed length control field 01234 a2200181 4500
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780521177146
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.6 CAP
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Capinski, Maciej j
245 ## - TITLE STATEMENT
Title Portfolio Theory and Risk Management
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Name of publisher, distributor, etc Cambridge University Press
Date of publication, distribution, etc 2014
Place of publication, distribution, etc UK
300 ## - PHYSICAL DESCRIPTION
Extent 160
520 ## - SUMMARY, ETC.
Summary, etc 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.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Portfolio Management.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Investment Analysis.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Risk Management.
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Kopp, Ekkehard
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Book
Source of classification or shelving scheme Dewey Decimal Classification

No items available.