Risk and Portfolio Analysis by Henrik Hult
This book offers principles and useful methods for making investment and risk management decisions in the presence of hedgeable and non-hedgeable risks using the simplest possible methods and models that capture the essential features of real-world problems.-
Numerical Optimization
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Derivative-Free and Blackbox Optimization
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The Logic of Logistics
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Many Agent Games in Socio-economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security
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Risk-Averse Optimization and Control
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Newton-Type Methods for Optimization and Variational Problems
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Extreme Value Theory for Time Series
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Perturbation Analysis of Optimization Problems
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QPLEX: A Computational Modeling and Analysis Methodology for Stochastic Systems
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Introduction to Queueing Networks
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Facility Location
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Extreme Values In Random Sequences
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Stochastic Models with Power-Law Tails
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Monte Carlo
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Decision Aids for Selection Problems
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Kronecker Modeling and Analysis of Multidimensional Markovian Systems
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Cooperative Stochastic Differential Games
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Linear and Integer Programming vs Linear Integration and Counting
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Analysis and Algorithms for Service Parts Supply Chains
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Principles of Inventory Management
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Stochastic Petri Nets
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Finite-Dimensional Variational Inequalities and Complementarity Problems
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Single-Facility Location Problems with Barriers
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Linear Programming 2
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Implicit Functions and Solution Mappings
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Performance Analysis of Manufacturing Systems
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Dynamic Control of Quality in Production-Inventory Systems
“This book presents sound principles and useful methods for making investment and risk management decisions using standard principles, methods, and models… The material of this book is based on university lecture notes; as such the organization and structure of the material presented will well serve advanced undergraduate and graduate students. This book will also be beneficial to practitioners in insurance and finance, as well as to regulators.” (Blessing Mudavanhu, SIAM Review, Vol. 57 (3), September, 2015)
Henrik Hult is an associate professor at KTH Royal Institute of Technology in Stockholm, Sweden. Filip Lindskog is an associate professor at KTH Royal Institute of Technology in Stockholm, Sweden. Ola Hammarlid, PhD, is the Head of Quantitative Research at E. Öhman J:or Capital AB in Stockholm, Sweden. Carl Johan Rehn, PhD, is in Quantitative Research at E. Öhman J:or Capital AB in Stockholm, Sweden.
| SKU | Unavailable |
| ISBN 13 | 9781461441021 |
| ISBN 10 | 1461441021 |
| Title | Risk and Portfolio Analysis |
| Author | Henrik Hult |
| Series | Springer Series In Operations Research And Financial Engineering |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Springer-Verlag New York Inc. |
| Year published | 2012-07-20 |
| Number of pages | 338 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |