Coverart for item
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

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
Creator
Contributor
Author
Subject
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
Member of
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
Instantiates
Publication
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
Publication
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

Library Locations