The Resource Portfolio risk analysis, Gregory Connor, Lisa R. Goldberg, Robert A. Korajczyk, (electronic resource)

Portfolio risk analysis, Gregory Connor, Lisa R. Goldberg, Robert A. Korajczyk, (electronic resource)

Label
Portfolio risk analysis
Title
Portfolio risk analysis
Statement of responsibility
Gregory Connor, Lisa R. Goldberg, Robert A. Korajczyk
Creator
Contributor
Subject
Genre
Language
  • eng
  • eng
Summary
Portfolio risk forecasting has been and continues to be an active research field for both academics and practitioners. Almost all institutional investment management firms use quantitative models for their portfolio forecasting, and researchers have explored models' econometric foundations, relative performance, and implications for capital market behavior and asset pricing equilibrium. Portfolio Risk Analysis provides an insightful and thorough overview of financial risk modeling, with an emphasis on practical applications, empirical reality, and historical perspective
Cataloging source
MiAaPQ
http://library.link/vocab/creatorName
Connor, Gregory
Dewey number
332.6
Index
index present
Language note
English
LC call number
HG4529.5
LC item number
.C657 2010
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1954-
http://library.link/vocab/relatedWorkOrContributorName
  • Goldberg, Lisa R
  • Korajczyk, Robert A.
http://library.link/vocab/subjectName
  • Portfolio management
  • Risk management
Label
Portfolio risk analysis, Gregory Connor, Lisa R. Goldberg, Robert A. Korajczyk, (electronic resource)
Instantiates
Publication
Note
Description based upon print version of record
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
cr
Content category
text
Content type code
txt
Contents
Cover; Title; Copyright; Contents; Acknowledgments; Introduction; Key Notation; 1 Measures of Risk and Return; 2 Unstructured Covariance Matrices; 3 Industry and Country Risk; 4 Statistical Factor Analysis; 5 The Macroeconomy and Portfolio Risk; 6 Security Characteristics and Pervasive Risk Factors; 7 Measuring and Hedging Foreign Exchange Risk; 8 Integrated Risk Models; 9 Dynamic Volatilities and Correlations; 10 Portfolio Return Distributions; 11 Credit Risk; 12 Transaction Costs and Liquidity Risk; 13 Alternative Asset Classes; 14 Performance Measurement; 15 Conclusion; References; Index
Extent
1 online resource (379 p.)
Form of item
online
Isbn
9786612531590
Media category
computer
Media type code
c
System control number
  • (CKB)2670000000009439
  • (EBL)485759
  • (OCoLC)647880060
  • (SSID)ssj0000341642
  • (PQKBManifestationID)11255169
  • (PQKBTitleCode)TC0000341642
  • (PQKBWorkID)10396555
  • (PQKB)11676194
  • (MiAaPQ)EBC485759
  • (MdBmJHUP)muse36713
  • (EXLCZ)992670000000009439
Label
Portfolio risk analysis, Gregory Connor, Lisa R. Goldberg, Robert A. Korajczyk, (electronic resource)
Publication
Note
Description based upon print version of record
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
cr
Content category
text
Content type code
txt
Contents
Cover; Title; Copyright; Contents; Acknowledgments; Introduction; Key Notation; 1 Measures of Risk and Return; 2 Unstructured Covariance Matrices; 3 Industry and Country Risk; 4 Statistical Factor Analysis; 5 The Macroeconomy and Portfolio Risk; 6 Security Characteristics and Pervasive Risk Factors; 7 Measuring and Hedging Foreign Exchange Risk; 8 Integrated Risk Models; 9 Dynamic Volatilities and Correlations; 10 Portfolio Return Distributions; 11 Credit Risk; 12 Transaction Costs and Liquidity Risk; 13 Alternative Asset Classes; 14 Performance Measurement; 15 Conclusion; References; Index
Extent
1 online resource (379 p.)
Form of item
online
Isbn
9786612531590
Media category
computer
Media type code
c
System control number
  • (CKB)2670000000009439
  • (EBL)485759
  • (OCoLC)647880060
  • (SSID)ssj0000341642
  • (PQKBManifestationID)11255169
  • (PQKBTitleCode)TC0000341642
  • (PQKBWorkID)10396555
  • (PQKB)11676194
  • (MiAaPQ)EBC485759
  • (MdBmJHUP)muse36713
  • (EXLCZ)992670000000009439

Library Locations

  • Albert D. Cohen Management LibraryBorrow it
    181 Freedman Crescent, Winnipeg, MB, R3T 5V4, CA
    49.807878 -97.129961
  • Architecture/Fine Arts LibraryBorrow it
    84 Curry Place, Winnipeg, MB, CA
    49.807716 -97.136226
  • Archives and Special CollectionsBorrow it
    25 Chancellors Circle (Elizabeth Dafoe Library), Room 330, Winnipeg, MB, R3T 2N2, CA
    49.809961 -97.131878
  • Bibliothèque Alfred-Monnin (Université de Saint-Boniface)Borrow it
    200, avenue de la Cathédrale, Local 2110, Winnipeg, MB, R2H 0H7, CA
    49.888861 -97.119735
  • Bill Larson Library (Grace Hospital)Borrow it
    300 Booth Drive, G-227, Winnipeg, MB, R3J 3M7, CA
    49.882400 -97.276436
  • Carolyn Sifton - Helene Fuld Library (St. Boniface General Hospital)Borrow it
    409 Tache Avenue, Winnipeg, MB, R2H 2A6, CA
    49.883388 -97.126050
  • Concordia Hospital LibraryBorrow it
    1095 Concordia Avenue, Winnipeg, MB, R2K 3S8, CA
    49.913252 -97.064683
  • Donald W. Craik Engineering LibraryBorrow it
    75B Chancellors Circle (Engineering Building E3), Room 361, Winnipeg, MB, R3T 2N2, CA
    49.809053 -97.133292
  • E.K. Williams Law LibraryBorrow it
    224 Dysart Road, Winnipeg, MB, R3T 5V4, CA
    49.811829 -97.131017
  • Eckhardt-Gramatté Music LibraryBorrow it
    136 Dafoe Road (Taché Arts Complex), Room 257, Winnipeg, MB, R3T 2N2, CA
    49.807964 -97.132222
  • Elizabeth Dafoe LibraryBorrow it
    25 Chancellors Circle, Winnipeg, MB, R3T 2N2, CA
    49.809961 -97.131878
  • Fr. H. Drake Library (St. Paul's College)Borrow it
    70 Dysart Road, Winnipeg, MB, R3T 2M6, CA
    49.810605 -97.138184
  • J.W. Crane Memorial Library (Deer Lodge Centre)Borrow it
    2109 Portage Avenue, Winnipeg, MB, R3J 0L3, CA
    49.878000 -97.235520
  • Libraries Annex (not open to the public; please see web page for details)Borrow it
    25 Chancellors Circle (in the Elizabeth Dafoe Library), Winnipeg, MB, R3T 2N2, CA
    49.809961 -97.131878
  • Neil John Maclean Health Sciences LibraryBorrow it
    727 McDermot Avenue (Brodie Centre), 200 Level, Winnipeg, MB, R3E 3P5, CA
    49.903563 -97.160554
  • Sciences and Technology LibraryBorrow it
    186 Dysart Road, Winnipeg, MB, R3T 2M8, CA
    49.811526 -97.133257
  • Seven Oaks General Hospital LibraryBorrow it
    2300 McPhillips Street, Winnipeg, MB, R2V 3M3, CA
    49.955177 -97.148865
  • Sister St. Odilon Library (Misericordia Health Centre)Borrow it
    99 Cornish Avenue, Winnipeg, MB, R3C 1A2, CA
    49.879592 -97.160425
  • St. John's College LibraryBorrow it
    92 Dysart Road, Winnipeg, MB, R3T 2M5, CA
    49.811242 -97.137156
  • Victoria General Hospital LibraryBorrow it
    2340 Pembina Highway, Winnipeg, MB, R3T 2E8, CA
    49.806755 -97.152739
  • William R Newman Library (Agriculture)Borrow it
    66 Dafoe Road, Winnipeg, MB, R3T 2R3, CA
    49.806936 -97.135525
Processing Feedback ...