The Resource Portfolio theory and risk management, Maciej J. Capinski, AGH University of Science and Technology, Kraków, Poland, Ekkehard Kopp, University of Hull, Hull, UK
Portfolio theory and risk management, Maciej J. Capinski, AGH University of Science and Technology, Kraków, Poland, Ekkehard Kopp, University of Hull, Hull, UK
Resource Information
The item Portfolio theory and risk management, Maciej J. Capinski, AGH University of Science and Technology, Kraków, Poland, Ekkehard Kopp, University of Hull, Hull, UK represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool.This item is available to borrow from 1 library branch.
Resource Information
The item Portfolio theory and risk management, Maciej J. Capinski, AGH University of Science and Technology, Kraków, Poland, Ekkehard Kopp, University of Hull, Hull, UK represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool.
This item is available to borrow from 1 library branch.
- Summary
- 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. Solutions and additional materials for instructors are available at www.cambridge.org/9781107003675
- Language
- eng
- Extent
- 1 online resource (x, 160 pages)
- Note
- Title from publisher's bibliographic system (viewed on 05 Oct 2015)
- Isbn
- 9781139017398
- Label
- Portfolio theory and risk management
- Title
- Portfolio theory and risk management
- Statement of responsibility
- Maciej J. Capinski, AGH University of Science and Technology, Kraków, Poland, Ekkehard Kopp, University of Hull, Hull, UK
- Title variation
- Portfolio Theory & Risk Management
- Language
- eng
- Summary
- 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. Solutions and additional materials for instructors are available at www.cambridge.org/9781107003675
- Cataloging source
- UkCbUP
- http://library.link/vocab/creatorName
- Capinski, Maciej J
- Dewey number
- 332.6
- Index
- index present
- LC call number
- HG4529.5
- LC item number
- .C366 2014
- Literary form
- non fiction
- Nature of contents
- dictionaries
- http://library.link/vocab/relatedWorkOrContributorDate
- 1944-
- http://library.link/vocab/relatedWorkOrContributorName
- Kopp, P. E.
- Series statement
- Mastering mathematical finance
- http://library.link/vocab/subjectName
-
- Portfolio management
- Risk management
- Investment analysis
- Label
- Portfolio theory and risk management, Maciej J. Capinski, AGH University of Science and Technology, Kraków, Poland, Ekkehard Kopp, University of Hull, Hull, UK
- Note
- Title from publisher's bibliographic system (viewed on 05 Oct 2015)
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Control code
- CR9781139017398
- Extent
- 1 online resource (x, 160 pages)
- Form of item
- online
- Isbn
- 9781139017398
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other physical details
- digital, PDF file(s).
- Specific material designation
- remote
- Label
- Portfolio theory and risk management, Maciej J. Capinski, AGH University of Science and Technology, Kraków, Poland, Ekkehard Kopp, University of Hull, Hull, UK
- Note
- Title from publisher's bibliographic system (viewed on 05 Oct 2015)
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Control code
- CR9781139017398
- Extent
- 1 online resource (x, 160 pages)
- Form of item
- online
- Isbn
- 9781139017398
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other physical details
- digital, PDF file(s).
- Specific material designation
- remote
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.liverpool.ac.uk/portal/Portfolio-theory-and-risk-management-Maciej-J./XUErMpavo8o/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/portal/Portfolio-theory-and-risk-management-Maciej-J./XUErMpavo8o/">Portfolio theory and risk management, Maciej J. Capinski, AGH University of Science and Technology, Kraków, Poland, Ekkehard Kopp, University of Hull, Hull, UK</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">Sydney Jones Library, University of Liverpool</a></span></span></span></span></div>
