Capinski, Maciej J., <br/><br/>
Portfolio theory and risk management / 
 Portfolio Theory & Risk Management 
Maciej J. Capinski, AGH University of Science and Technology, Kraków, Poland, Ekkehard Kopp, University of Hull, Hull, UK. 
 - Cambridge :  Cambridge University Press,  2014. 
 - 1 online resource (x, 160 pages) :  digital, PDF file(s). 
 - Mastering mathematical finance .
 - Mastering mathematical finance. .
<br/><br/> Title from publisher's bibliographic system (viewed on 05 Oct 2015). 
<br/><br/> With its emphasis on examples, exercises and calculations, this book suits advanced undergraduates as well as postgraduates and practitioners. It provides a clear treatment of the scope and limitations of mean-variance portfolio theory and introduces popular modern risk measures. Proofs are given in detail, assuming only modest mathematical background, but with attention to clarity and rigour. The discussion of VaR and its more robust generalizations, such as AVaR, brings recent developments in risk measures within range of some undergraduate courses and includes a novel discussion of reducing VaR and AVaR by means of hedging techniques. A moderate pace, careful motivation and more than 70 exercises give students confidence in handling risk assessments in modern finance. Solutions and additional materials for instructors are available at www.cambridge.org/9781107003675. 
<br/><br/><label>ISBN: </label>9781139017398 (ebook) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Portfolio management.<br/>Risk management.<br/>Investment analysis.
<br/><br/><label>LC Class. No.: </label>HG4529.5  / .C366 2014 
<br/><br/><label>Dewey Class. No.: </label>332.6