Quantitative Investment Risk Analysis
In this book Editors Fishwick and Satchell present a unified view of portfolio investment risk. Although the emphasis in on equity investment, the book also addresses fixed income and multi-asset investment. These issues are currently of great importance as the financial industry grapples with the challenge or risk management in a volatile and rapidly evolving world. Chapters within the book are authored by both academics and practitioners to ensure comprehensive coverage of the latest methods in this area. The unifying theme of this work is that the effective analysis and management of investment risk requires a combination of rigorous quantitative methodology, a sympathetic understanding of theory, and a strong appreciation of real-world practicalities.
- Provides practical guidance on the latest developments in investment risk analysis
- Full coverage of the latest cutting-edge research on measuring portfolio risk, alternatives to mean variance analysis, and linear multi-factor models
- Combination of academics and practitioners provide a comprehensive overview