Risk and Portfolio Analysis: Principles and Methods
Author:   Henrik Hult ,  Filip Lindskog ,  Ola Hammarlid ,  Carl Johan Rehn
Publisher:   Springer-Verlag New York Inc.
Edition:   2012 ed.
ISBN:  

9781493900312


Pages:   338
Publication Date:   08 August 2014
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Risk and Portfolio Analysis: Principles and Methods


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Author:   Henrik Hult ,  Filip Lindskog ,  Ola Hammarlid ,  Carl Johan Rehn
Publisher:   Springer-Verlag New York Inc.
Imprint:   Springer-Verlag New York Inc.
Edition:   2012 ed.
Dimensions:   Width: 15.50cm , Height: 1.90cm , Length: 23.50cm
Weight:   0.539kg
ISBN:  

9781493900312


ISBN 10:   1493900315
Pages:   338
Publication Date:   08 August 2014
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

Interest rates and financial derivatives .-Convex optimization . -Quadratic hedging principles. -Quadratic investment principles. -Utility based investment principles. -Risk measurement principles. -Empirical methods. -Parametric models and their tails. -Multivariate models.

Reviews

This book presents sound principles and useful methods for making investment and risk management decisions using standard principles, methods, and models. ... The material of this book is based on university lecture notes; as such the organization and structure of the material presented will well serve advanced undergraduate and graduate students. This book will also be beneficial to practitioners in insurance and finance, as well as to regulators. (Blessing Mudavanhu, SIAM Review, Vol. 57 (3), September, 2015)


Author Information

Henrik Hult is an associate professor at KTH Royal Institute of Technology in Stockholm, Sweden. Filip Lindskog is an associate professor at KTH Royal Institute of Technology in Stockholm, Sweden. Ola Hammarlid, PhD, is the Head of Quantitative Research at E. Öhman J:or Capital AB in Stockholm, Sweden. Carl Johan Rehn, PhD, is in Quantitative Research at E. Öhman J:or Capital AB in Stockholm, Sweden.

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