02284cam a2200397 i 4500 18071702 OSt 20240319160709.0 140318s2014 nyu b 001 0 eng 2014006178 9781107003675 (hardback) 9780521177146 (paperback) DLC eng KMU rda DLC pcc HG4529.9 .C366 2014 23 Capinski, Maciej J. Portfolio theory and risk management / Maciej J. Capinski, and Ekkehard Kopp United Kingdom : Cambridge University Press, 2014. x, 160 pages ; 24 cm. text rdacontent unmediated rdamedia volume rdacarrier Mastering mathematical finance Includes bibliographical references and index. "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"-- Provided by publisher. Portfolio management. Risk management. Investment analysis. BUSINESS & ECONOMICS / Statistics. bisacsh Kopp, P. E., 1944- Cover image http://assets.cambridge.org/97811070/03675/cover/9781107003675.jpg 7 cbc orignew 1 ecip 20 y-gencatlg lcc BK 0 1042 1042 0 0 lcc 0 0 NFIC CPL CPL OA 2024-03-19 Book Aid International 0 HG 4529.9 Cap 746313 2024-03-19 00:00:00 2024-03-19 BK