Iceberg Risk An Adventure in Portfolio Theory
Iceberg risk is a breakthrough in portfolio and risk management, combining deep theory and an intimate acquaintance with practice. The first half describes in clear, practical terms the 90% of financial risk in large cross-market portfolios that is invisible to standard models. The second half gives...
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| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
New York
TEXERE LLC
2002
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| Subjects: | |
| Online Access: | Click Here to View Status and Holdings. |
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Add Tag | Summary: | Iceberg risk is a breakthrough in portfolio and risk management, combining deep theory and an intimate acquaintance with practice. The first half describes in clear, practical terms the 90% of financial risk in large cross-market portfolios that is invisible to standard models. The second half gives simple, expert advice on how to manage risk. Its ideas will underlie the next generation of risk management.--Cover |
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| Physical Description: | xv, 383 pages illustrations 24 cm |
| Bibliography: | Includes bibliographical references (pages. 374-377) and index |
| ISBN: | 9781587990687 1587990687 |
Quantitative portfolio optimisation, asset allocation and risk management