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Risk and Portfolio Analysis by Hult, Henrik; Lindskog, Filip; Hammarlid, Ola; Rehn, Carl Johan is a scholarly article available to read on EtoBox.

What is Risk and Portfolio Analysis about?

Investment and risk management problems are fundamental problems for¡ financial institutions and involve both speculative and hedging decisions. A structured approach to these problems naturally leads one to the field of applied mathematics in order to translate subjective probability beliefs and attitudes towards risk and reward into actual decisions. ¡ In Risk and Portfolio Analysis the authors present sound principles and useful methods for making investment and risk management decisions in the presence of hedgeable and non-hedgeable risks using the simplest possible principles, methods, and models that still capture the essential features of the real-world problems. They use rigorous, yet elementary mathematics, avoiding technically advanced approaches which have no clear methodological purpose and are practically irrelevant. The material progresses systematically and topics such as the pricing and hedging of derivative contracts, investment and hedging principles from portfolio theory, and risk measurement and multivariate models from risk management are covered appropriately. The theory is combined with numerous real-world examples that illustrate how the principles, methods,

Author

Hult, Henrik; Lindskog, Filip; Hammarlid, Ola; Rehn, Carl Johan

Publisher

Springer New York : Imprint : Springer

Published

2012

Language

EN

ISBN

9781461441038