Portfolio risk analysis /

Show other versions (2)

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, rel...

Full description

Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Connor, Gregory (Author), Goldberg, Lisa R. (Author), Korajczyk, Robert A., 1954- (Author)
Format: Electronic eBook
Language:Inglés
Published: Princeton : Princeton University Press, ©2010.
Subjects:
Portfolio management.
Risk management.
Risk Management
Gestion de portefeuille.
Gestion du risque.
risk management.
BUSINESS & ECONOMICS > Investments & Securities > General.
BUSINESS & ECONOMICS > Econometrics.
Portfolio management
Risk management
Online Access:Texto completo

Internet

Texto completo

Items no disponibles

Holdings details from

Similar Items