Risk and Portfolio Analysis Principles and Methods /

• Main Authors: Hult, Henrik (Author), Lindskog, Filip (Author), Hammarlid, Ola (Author), Rehn, Carl Johan (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York : Imprint: Springer, 2012.
• Series: Springer Series in Operations Research and Financial Engineering,
• Subjects: Mathematics.; Operations research.; Decision making.; Economics, Mathematical.; Actuarial science.; Management science.; Statistics.; Macroeconomics.; Quantitative Finance.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Operations Research, Management Science.; Operation Research/Decision Theory.; Actuarial Sciences.; Macroeconomics/Monetary Economics//Financial Economics.

Investment and risk management problems are fundamental problems for financial institutions and involve both speculative and hedging decisions. A structured approach to these problems naturally leads one to the field of applied mathematics in order to translate subjective probability beliefs and att...