ENV : prod
CLUSTER : east
SERVER : va1.pricenetwork.com
Portfolio Risk Analysis
by: Gregory Connor - Lisa R. Goldberg - Robert A. Korajczyk
0691128286 / 9780691128283

Book Description:
Portfolio risk forecasting has been and continues to be an active research field for both academics and practitioners. Almost all institutional investment management firms use quantitative models for their portfolio forecasting, and researchers have explored models' econometric foundations, relative performance, and implications for capital market behavior and asset pricing equilibrium. Portfolio Risk Analysis provides an insightful and thorough overview of financial risk modeling, with an emphasis on practical applications, empirical reality, and historical perspective. Beginning with mean-variance analysis and the capital asset pricing model, the authors give a comprehensive and detailed account of factor models, which are the key to successful risk analysis in every economic climate. Topics range from the relative merits of fundamental, statistical, and macroeconomic models, to GARCH and other time series models, to the properties of the VIX volatility index. The book covers both mainstream and alternative asset classes, and includes in-depth treatments of model integration and evaluation. Credit and liquidity risk and the uncertainty of extreme events are examined in an intuitive and rigorous way. An extensive literature review accompanies each topic. The authors complement basic modeling techniques with references to applications, empirical studies, and advanced mathematical texts. This book is essential for financial practitioners, researchers, scholars, and students who want to understand the nature of financial markets or work toward improving them.

Portfolio Risk Analysis

Buyback (Sell directly to one of these merchants and get cash immediately)

Bookstore Payment Good Condition New Condition  
$3.25 $3.25 Sell Here
Shipping Details: Sell Back Your Book is owned by parent company Ez Book Recycle Inc. Ez Book Recycle Inc. is no stranger to buying items online. With the first buyback website launching in February 2008, Ez Book Recycle has purchased items from more than 100,000 individuals from every state in the U.S. Free shipping with printable label.
$2.25 $2.25 Sell Here
Shipping Details: BookByte pays cash, not credit, and takes pride in speedy payment, often within one day of processing your textbook. They pay the shipping.
$2.23 $2.23 Sell Here
Shipping Details: Simply confirm your quote, print a shipping label and packing slip, package your items, and ship them. An Amazon.com Gift Card will be deposited into your account upon receipt of items.

campusbooks.com  BBB Business Review CopyScape