Sale!

Risk Analysis and Portfolio Modelling 1st Edition by Elisa Luciano, David Allen ISBN 3039216252 9783039216253

Original price was: $50.00.Current price is: $35.00.

Risk Analysis and Portfolio Modelling 1st Edition Elisa Luciano Digital Instant Download

Author(s): Elisa Luciano, David Allen
ISBN(s): 9783039216253, 3039216252
Edition: 1st
File Details: PDF, 3.91 MB
Year: 2019
Language: english
SKU: EB-32180434 Category: Tags: ,

Risk Analysis and Portfolio Modelling 1st Edition by Elisa Luciano, David Allen – Ebook PDF Instant Download/Delivery: 3039216252, 9783039216253
Full download Risk Analysis and Portfolio Modelling 1st Edition after payment

Product details:

ISBN 10: 3039216252 
ISBN 13: 9783039216253
Author: Elisa Luciano, David Allen

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 contributions to the measurement of financial risk, which address either non-fully explored risks or risk takers, and does so in a wide variety of empirical contexts.

Risk Analysis and Portfolio Modelling 1st Table of contents:

  1. Introduction to Risk and Return

    • 1.1 Definition of Risk in Finance

    • 1.2 Types of Financial Risks

    • 1.3 Return: Concepts and Measurements

    • 1.4 Risk-Return Trade-Off

  2. Measuring Risk and Return

    • 2.1 Historical Return Calculations

    • 2.2 Variance and Standard Deviation

    • 2.3 Covariance and Correlation

    • 2.4 Sharpe Ratio and Other Risk-Adjusted Measures

  3. Portfolio Theory Basics

    • 3.1 Diversification

    • 3.2 The Concept of a Portfolio

    • 3.3 Calculating Portfolio Return and Risk

    • 3.4 Efficient Frontier and Optimal Portfolios

  4. Modern Portfolio Theory (MPT)

    • 4.1 Markowitz Portfolio Selection Model

    • 4.2 Assumptions and Limitations of MPT

    • 4.3 Capital Market Line (CML) and Security Market Line (SML)

    • 4.4 The Role of the Risk-Free Asset

  5. Capital Asset Pricing Model (CAPM)

    • 5.1 CAPM Assumptions

    • 5.2 The CAPM Formula and Beta

    • 5.3 Expected Returns and the Market Portfolio

    • 5.4 Empirical Tests and Criticisms

  6. Factor Models

    • 6.1 Single-Factor Models

    • 6.2 Multi-Factor Models (e.g., Fama-French)

    • 6.3 Arbitrage Pricing Theory (APT)

    • 6.4 Applications in Portfolio Management

  7. Risk Management Fundamentals

    • 7.1 Value at Risk (VaR)

    • 7.2 Stress Testing and Scenario Analysis

    • 7.3 Risk Limits and Controls

    • 7.4 Regulatory Considerations (e.g., Basel III, Solvency II)

  8. Portfolio Optimization Techniques

    • 8.1 Mean-Variance Optimization

    • 8.2 Constraints in Portfolio Construction

    • 8.3 Black-Litterman Model

    • 8.4 Practical Implementation Considerations

  9. Performance Evaluation

    • 9.1 Measuring Portfolio Performance

    • 9.2 Benchmarking and Attribution Analysis

    • 9.3 Performance Ratios (Sharpe, Treynor, Jensen’s Alpha)

    • 9.4 Risk-Adjusted Performance Metrics

  10. Case Studies and Applications

  • 10.1 Real-World Portfolio Construction Examples

  • 10.2 Portfolio Rebalancing Strategies

  • 10.3 Risk Events and Lessons Learned

  • 10.4 Use of Software Tools (Excel, Python, MATLAB)

People also search for Risk Analysis and Portfolio Modelling 1st:

    
risk analysis modeling
    
portfolio risk models
    
risk analysis model example
    
risk analytics and modeling
    
analyzing portfolio risk

Tags: Elisa Luciano, David Allen, Risk Analysis, Portfolio Modelling