Portfolio Risk Analysis /

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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...

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

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