Portfolio theory and risk management / (Record no. 1042)

MARC details
000 -LEADER
fixed length control field 02284cam a2200397 i 4500
001 - CONTROL NUMBER
control field 18071702
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20240319160709.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 140318s2014 nyu b 001 0 eng
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2014006178
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781107003675 (hardback)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780521177146 (paperback)
040 ## - CATALOGING SOURCE
Original cataloging agency DLC
Language of cataloging eng
Transcribing agency KMU
Description conventions rda
Modifying agency DLC
042 ## - AUTHENTICATION CODE
Authentication code pcc
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG4529.9
Item number .C366 2014
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Capinski, Maciej J.
245 10 - TITLE STATEMENT
Title Portfolio theory and risk management /
Statement of responsibility, etc. Maciej J. Capinski, and Ekkehard Kopp
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture United Kingdom :
Name of producer, publisher, distributor, manufacturer Cambridge University Press,
Date of production, publication, distribution, manufacture, or copyright notice 2014.
300 ## - PHYSICAL DESCRIPTION
Extent x, 160 pages ;
Dimensions 24 cm.
336 ## - CONTENT TYPE
Content type term text
Source rdacontent
337 ## - MEDIA TYPE
Media type term unmediated
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term volume
Source rdacarrier
490 0# - SERIES STATEMENT
Series statement Mastering mathematical finance
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note Includes bibliographical references and index.
520 ## - SUMMARY, ETC.
Summary, etc. "With its emphasis on examples, exercises and calculations, this book suits advanced undergraduates as well as postgraduates and practitioners. It provides a clear treatment of the scope and limitations of mean-variance portfolio theory and introduces popular modern risk measures. Proofs are given in detail, assuming only modest mathematical background, but with attention to clarity and rigour. The discussion of VaR and its more robust generalizations, such as AVaR, brings recent developments in risk measures within range of some undergraduate courses and includes a novel discussion of reducing VaR and AVaR by means of hedging techniques. A moderate pace, careful motivation and more than 70 exercises give students confidence in handling risk assessments in modern finance. Solutions and additional materials for instructors are available at www.cambridge.org/9781107003675"--
Assigning source Provided by publisher.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Portfolio management.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Risk management.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Investment analysis.
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element BUSINESS & ECONOMICS / Statistics.
Source of heading or term bisacsh
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Kopp, P. E.,
Dates associated with a name 1944-
856 42 - ELECTRONIC LOCATION AND ACCESS
Materials specified Cover image
Uniform Resource Identifier <a href="http://assets.cambridge.org/97811070/03675/cover/9781107003675.jpg">http://assets.cambridge.org/97811070/03675/cover/9781107003675.jpg</a>
906 ## - LOCAL DATA ELEMENT F, LDF (RLIN)
a 7
b cbc
c orignew
d 1
e ecip
f 20
g y-gencatlg
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Library of Congress Classification
Koha item type Non-Fiction
Suppress in OPAC No
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection Home library Current library Shelving location Date acquired Source of acquisition Total Checkouts Full call number Barcode Date last seen Price effective from Koha item type
    Library of Congress Classification     Non-fiction Kapasa Makasa University Kapasa Makasa University Open Access 19.03.2024 Book Aid International   HG 4529.9 Cap 746313 19.03.2024 19.03.2024 Non-Fiction