Quantitative Risk and Portfolio Management

DOI10.1017/9781009209090MaRDI QIDQ6165033zbMATH OpenOpenAlexFDO

Authors

Publication date 31 July 2023

Full work available at URL https://doi.org/10.1017/9781009209090

zbMATH Keywords

risk managementasset pricingfat-tailed distribution

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Portfolio theory (91G10) Credit risk (91G40) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

Recommendations

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Cited in

(9)

• Quantitative IT portfolio management
• scientific article; zbMATH DE number 5164171 (Why is no real title available?)
• Book review of: A. J. McNeil et al., Quantitative risk management. Concepts, techniques and tools. Rev. ed.
• Contemporary Issues in Quantitative Finance
• Book review of: A. J. McNeil et al., Quantitative risk management. Concepts, techniques and tools. Revised ed.
• Risk Measurement
• Handbook of financial risk management. Simulations and case studies
• scientific article; zbMATH DE number 1487967 (Why is no real title available?)
• Book review of: A. J. McNeil et al., Quantitative risk management. Concepts, techniques and tools.

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