This book covers all aspects of modern finance relating to portfolio theory and risk–return relationship, offering a comprehensive guide to the importance, me

Portfolio risk forecasting has been and continues to be an active research field for both academics and practitioners. Almost all institutional investment manag

This book covers all aspects of modern finance relating to portfolio theory and risk-return relationship, offering a comprehensive guide to the importance, meas

Financial Risk Measurement is a challenging task, because both the types of risk and the techniques evolve very quickly. This book collects a number of novel co

Today's top financial-risk professionals have come to rely on ever-more sophisticated mathematics in their attempts to come to grips with financial risk. But th