Quantitative Risk and Portfolio Management: Theory and Practice - Hardcover

Winston, Kenneth J.

 
9781009209045: Quantitative Risk and Portfolio Management: Theory and Practice

Inhaltsangabe

A book combining the rigour of academic finance with the pragmatism of hands-on finance.

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Über die Autorin bzw. den Autor

Kenneth J. Winston is a Lecturer in Economics at the California Institute of Technology and an Adjunct Professor of Mathematics at New York University. Having trained as a combinatorist at MIT, he moved into the field of quantitative finance, creating algorithms for equity and option investment strategies. He worked as a Chief Risk Officer at Western Asset Management and Morgan Stanley, and is a founder of the Buy Side Risk Managers Forum. Winston won the 2006 Roger Murray Award at the Institute for Quantitative Research in Finance and is a co-editor of The Oxford Handbook of Quantitative Asset Management (OUP: 2014).

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