(Read ebook) Extreme Events: Robust Portfolio Construction in the Presence of Fat Tails (The Wiley Finance Series)
♥ Malcolm Kemp ♥
#3465984 in eBooks 2011-10-05 2011-10-05File Name: B005TI31ZO
3 of 4 people found the following review helpful. Seems too elementaryBy LOVExtreme events are no doubt a very important topic especially given what happened in the recent financial crisis. This book describes many methodologies in a very elementary way. It is not designed for professionals who want to seriously learn, use and improve methodologies but can be good for those who want a business overview, i.e. reading mostly words rather than the real math. There are math in the book but they onl'The author writes about technical and often dry material in a clear and generally engaging way.' (Actuary, April 2011).From the Back CoverTaking due account of extreme events when constructing portfolios of assets or liabilities is a key discipline for market professionals. Extreme events are a fTaking due account of extreme events when constructing portfolios of assets or liabilities is a key discipline for market professionals. Extreme events are a fact of life in how markets operate. In Extreme Events: Robust Portfolio Construction in the Presence of Fat Tails, leading expert Malcolm Kemp shows readers how to analyse market data to uncover fat-tailed behaviour, how to incorporate expert judgement in the handling of such information, and how to refine portfolio construction methodolo... [PDF.gp02] Extreme Events: Robust Portfolio Construction in the Presence of Fat Tails (The Wiley Finance Series) Rating: 4.69 (491 Votes)
You easily download any file type for your device.Extreme Events: Robust Portfolio Construction in the Presence of Fat Tails (The Wiley Finance Series) | Malcolm Kemp. I really enjoyed this book and have already told so many people about it!
