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Ebook Managing downside risk in financial markets: Part 1
Part 1 book “Managing downside risk in financial markets” has contents: from alpha to omega, a portfolio manager’s view of downside risk, an evaluation of value at risk and the information ratio, a software developer’s view - using post-modern portfolio theory to improve investment performance measurement,… and other contents.
115 p fbu 25/11/2023 30 0
Từ khóa: Managing downside risk, Financial markets, A portfolio manager’s, Improve investment performance measurement, The three parameter lognormal, Advising individual accounts
Ebook Managing downside risk in financial markets: Part 2
Part 2 book “Managing downside risk in financial markets” has contents: preference functions and risk-adjusted performance measures, building a mean-downside risk portfolio frontier, investment risk - a unified approach to upside and downside returns,… and other contents.
167 p fbu 25/11/2023 28 0
Từ khóa: Managing downside risk, Financial markets, Preference functions, Risk-adjusted performance measures, Building a mean-downside risk portfolio frontier, Downside returns
Ebook An introduction to market risk measurement: Part 1
Part 1 book "An introduction to market risk measurement" includes content: The risk measurement revolution, measures of financial risk, basic issues in measuring market risk, Non-parametric VaR and ETL; parametric VaR and ETL; simulation approaches to VaR and ETL estimation.
139 p fbu 25/09/2023 20 0
Từ khóa: Market risk measurement, The risk measurement revolution, Financial risk, Basic issues, Parametric VaR and ETL, Simulation approaches
Ebook An introduction to market risk measurement: Part 2
Part 2 book "An introduction to market risk measurement" includes content: Incremental and component risks, estimating liquidity risks, backtesting market risk models, stress testing, model risk.
168 p fbu 25/09/2023 22 0
Từ khóa: Market risk measurement, Component risks, Estimating liquidity risks, Backtesting market risk models, Stress testing, Model risk
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