|
| Títol : | The Professional risk managers' guide to finance theory and application | | Tipus de document : | text imprès | | Autors : | Carol Alexander, Editor ; Elizabeth Sheedy, Editor ; Professional Risk Managers International Association | | Editorial : | New York : McGraw-Hill | | Data de publicació : | cop. 2008 | | Col·lecció : | Finance and investing | | Nombre de pàgines : | 261 p. | | ll. : | il., gràf. | | Dimensions : | 24 cm | | ISBN/ISSN/DL : | 978-0-07-154647-8 | | Nota general : | Inclou índex i bibliografia | | Idioma : | Anglès (eng) | | Matèries : | Gestió del risc
| | Classificació : | 601.9 Risc | | Resum : | This comprehensive reference brings together ten of the worlds leading scholars and practitioners, who provide invaluable perspectives on all aspects of finance theory and how they are applied to the process of risk management.
The book begins with an overview of risk and risk aversion, introducing utility functions and the mean-variance criterion. It then delivers a thorough introduction to portfolio mathematics, including discussion of the efficient frontier, portfolio theory, and portfolio diversification. | | Permalink : | https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=2 |
|  |
The Professional risk managers' guide to finance theory and application (cop. 2008)