Modern Portfolio Management: From Markowitz to Probabilistic Scenario Optimisation (pdf)

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Author Paolo Sironi
Edition 1
Edition Year 2015
Format PDF
ISBN 9781782722045
Language English
Number Of Pages 204
Publisher Risk Books

Description

The financial markets have undergone a period of distress that has strained the trusted relationship between investors and financial advisors; new regulation has been forged to push for higher levels of transparency and risk-based communication as part of investment decision-making. This has ignited the quest for better portfolio optimisation techniques that can combine the added-value asymmetry of real products (as they strongly contributed to pre-crisis budgets) with the life-cycle requirements of investors, supported by intuitive graphical representation of seemingly complex mathematical relationships between real portfolios and products as required by regulation.

Additional information

Author

Paolo Sironi

Edition

1

Edition Year

2015

Format

PDF

ISBN

9781782722045

Language

English

Number Of Pages

204

Publisher

Risk Books

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