Quantitative investment risk analysis
Auteur :
Fishwick, Ed / Fishwick, EdSatchell, Stephen E.,
Éditeur :
Elsevier Science & Technology
ISBN :
9780750668521
Date de publication :
20 août 2007
Dimensions :
23,4 x 16,5 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Aims to present a unified view of portfolio investment risk. Placing emphasis on equity investment, this book also addresses fixed income and multi-asset investment. It provides practical guidance on the developments in investment risk analysis. It includes coverage of the research on measuring portfolio risk, and linear multi-factor models.