Portfolio risk analysis
Auteur :
Connor, Gregory / Goldberg, Lisa R. / Korajczyk, Robert A.
Éditeur :
Princeton University Press
ISBN :
9780691128283
Date de publication :
4 avr. 2010
Dimensions :
23,5 x 15,2 cm
Poids :
652 g
Format :
B315
Langue :
Anglais
Pays d'origine :
USA
Presents an overview of financial risk modeling, with a focus on practical applications, empirical reality, and historical perspective. Covering the mean-variance analysis and the capital asset pricing model, this title offers an account of factor models, which are the key to successful risk analysis in every economic climate.