ISBN10: 1403904588, ISBN13: 9781403904584, [publisher: Palgrave Macmillan] Hardcover This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9781403904584
[Lincoln, United Kingdom] [Publication Year: 2003]

ISBN10: 1403904588, ISBN13: 9781403904584, [publisher: Palgrave Macmillan] Hardcover Good condition with light wear, markings and missing dustjacket. Ex-library.
[North Las Vegas, NV, U.S.A.] [Publication Year: 2002]

Palgrave Macmillan, Date: 2003. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9781403904584 2003. Palgrave Macmillan ISBN 1403904588 9781403904584 [GB]

Palgrave Macmillan, Date: 2002-12-13. Hardcover. Good. Good condition with light wear, markings and missing dustjacket. Ex-library. 2002. Palgrave Macmillan ISBN 1403904588 9781403904584 [US]

ISBN10: 1403904588, ISBN13: 9781403904584, [publisher: Palgrave Macmillan] Hardcover This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9781403904584
[Lincoln, United Kingdom] [Publication Year: 2003]

ISBN10: 1403904588, ISBN13: 9781403904584, [publisher: Palgrave Macmillan] Hardcover This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9781403904584
[Lincoln, United Kingdom] [Publication Year: 2003]

Palgrave Macmillan 2003 2003 ed. Hard cover This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. Clean from markings. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 900grams, ISBN: 9781403904584.

Palgrave Macmillan 2003 2003 ed. Hard cover This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. Clean from markings. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 900grams, ISBN: 9781403904584.

Palgrave Macmillan 2002 2003 ed. hardcover Good Access codes and supplements are not guaranteed with used items. May be an ex-library book.

ISBN10: 1403904588, ISBN13: 9781403904584, [publisher: Palgrave Macmillan] Hardcover New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.
[Irving, TX, U.S.A.] [Publication Year: 2002]

London Palgrave MacMillan 2002 2003 ed. Hard cover New. Sewn binding. Cloth over boards. With dust jacket. 443 p. Contains: Unspecified. Finance and Capital Markets.

ISBN10: 1403904588, ISBN13: 9781403904584, [publisher: Springer New York] Hardcover Druck auf Anfrage Neuware - Printed after ordering - 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.
[Einbeck, Germany] [Publication Year: ...
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London Palgrave MacMillan 2002 2003 ed. Hard cover New. Sewn binding. Cloth over boards. With dust jacket. 443 p. Contains: Unspecified. Finance and Capital Markets.

ISBN10: 1403904588, ISBN13: 9781403904584, [publisher: Springer New York] Hardcover Druck auf Anfrage Neuware - Printed after ordering - 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.
[Einbeck, Germany] [Publication Year: ...
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