Portfolio Risk Management: Theoretical Models and Quantitative Tools to Optimize Financial Investments - Softcover

Portfolio Risk Management : Theoretical Models and Quantitative Tools to Optimize Financial Investments

Taschenbuch. Zustand: Neu. Neuware - Portfolio Risk ManagementTheoretical Models and Quantitative Tools to Optimize Financial Investments In today's volatile and uncertain financial markets, risk management is no longer an option-it is a necessity.This book offers a comprehensive and practical guide to portfolio risk management, combining theory, quantitative methods, and real-world applications.Inside you will discover: - The foundations of portfolio risk: systematic vs. specific risk, utility theory, and risk aversion.- Key models and measures: variance, beta, covariance, Value at Risk (VaR), Expected Shortfall (ES).- Portfolio optimization techniques: Markowitz's mean-variance model, Risk Parity approach, and VaR-based allocation.- Practical applications: step-by-step examples of building optimized portfolios with data.- Modern perspectives: the role of AI, machine learning, and ESG factors in the future of risk management.Whether you are a student, researcher, or finance professional, this book will equip you with the tools to: - Understand the dynamics of financial risk.- Apply advanced quantitative models to real portfolios.- Build resilient and sustainable investment strategies.Why this book Unlike generic finance manuals, this work balances academic rigor and practical clarity, making complex models accessible without sacrificing depth.>Your financial decisions deserve a stronger foundation-start here. Artikel-Nr. 9798262429059

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