Link to the ebook : http://ezproxy.univ-catholille.fr/login?url=https://www.vleb...

eISBN : 1400835291

Contents : Contents

Acknowledgments
Introduction
Key Notation
1 Measures of Risk and Return
2 Unstructured Covariance Matrices
3 Industry and Country Risk
4 Statistical Factor Analysis
5 The Macroeconomy and Portfolio Risk
6 Security Characteristics and Pervasive Risk Factors
7 Measuring and Hedging Foreign Exchange Risk
8 Integrated Risk Models
9 Dynamic Volatilities and Correlations
10 Portfolio Return Distributions
11 Credit Risk
12 Transaction Costs and Liquidity Risk
13 Alternative Asset Classes
14 Performance Measurement
15 Conclusion
References
Index

Language : English

Location : Nice Library

Material : Electronic

Statement : Présent

Owner : Bibliothèque