Risk Management and Shareholders` Value in Banking - From Risk Measurement Models to Capital Allocation Policies, Sironi

Автор: Attilio Meucci
Название: Risk and Asset Allocation
ISBN: 3540222138 ISBN-13(EAN): 9783540222132
Издательство: Springer
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Цена: 13974.00 р.
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Описание: Covers various steps of one-period allocation from the foundations to the advanced developments. This book analyzes multivariate estimation methods, including non-parametric, maximum-likelihood under non-normal hypotheses, shrinkage, robust, and very general Bayesian techniques.

Автор: Rasmussen
Название: Quantitative Portfolio Optimisation, Asset Allocation and Risk Management
ISBN: 1403904588 ISBN-13(EAN): 9781403904584
Издательство: Springer
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Цена: 37594.00 р.
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Описание: Targeted towards institutional asset managers in general and chief investment officers, portfolio managers and risk managers in particular, this practical book serves as a comprehensive guide to quantitative portfolio optimization, asset allocation and risk management.

Автор: Fiordelisi
Название: Shareholder Value in Banking
ISBN: 1403996660 ISBN-13(EAN): 9781403996664
Издательство: Springer
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Цена: 19564.00 р.
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Описание: Provides analytical assessment of shareholder value creation. This text analyzes how shareholder value can be defined, and how it can be measured and created; presents various empirical investigations in order to measure shareholder value and some of it drivers; and analyzes the importance of these drivers in creating shareholder value.