69 results
7 - Value at Risk
-
- Book:
- Portfolio Theory and Risk Management
- Published online:
- 05 May 2015
- Print publication:
- 07 August 2014, pp 98-123
-
- Chapter
- Export citation
Contents
-
- Book:
- Portfolio Theory and Risk Management
- Published online:
- 05 May 2015
- Print publication:
- 07 August 2014, pp vii-viii
-
- Chapter
- Export citation
Index
-
- Book:
- Portfolio Theory and Risk Management
- Published online:
- 05 May 2015
- Print publication:
- 07 August 2014, pp 159-160
-
- Chapter
- Export citation
Frontmatter
-
- Book:
- Portfolio Theory and Risk Management
- Published online:
- 05 May 2015
- Print publication:
- 07 August 2014, pp i-vi
-
- Chapter
- Export citation
1 - Risk and return
-
- Book:
- Portfolio Theory and Risk Management
- Published online:
- 05 May 2015
- Print publication:
- 07 August 2014, pp 1-10
-
- Chapter
- Export citation
2 - Portfolios consisting of two assets
-
- Book:
- Portfolio Theory and Risk Management
- Published online:
- 05 May 2015
- Print publication:
- 07 August 2014, pp 11-34
-
- Chapter
- Export citation
6 - Utility functions
-
- Book:
- Portfolio Theory and Risk Management
- Published online:
- 05 May 2015
- Print publication:
- 07 August 2014, pp 76-97
-
- Chapter
- Export citation
5 - The Capital Asset Pricing Model
-
- Book:
- Portfolio Theory and Risk Management
- Published online:
- 05 May 2015
- Print publication:
- 07 August 2014, pp 67-75
-
- Chapter
- Export citation
8 - Coherent measures of risk
-
- Book:
- Portfolio Theory and Risk Management
- Published online:
- 05 May 2015
- Print publication:
- 07 August 2014, pp 124-158
-
- Chapter
- Export citation
3 - Lagrange multipliers
-
- Book:
- Portfolio Theory and Risk Management
- Published online:
- 05 May 2015
- Print publication:
- 07 August 2014, pp 35-47
-
- Chapter
- Export citation
Preface
-
- Book:
- Portfolio Theory and Risk Management
- Published online:
- 05 May 2015
- Print publication:
- 07 August 2014, pp ix-x
-
- Chapter
- Export citation
4 - Portfolios of multiple assets
-
- Book:
- Portfolio Theory and Risk Management
- Published online:
- 05 May 2015
- Print publication:
- 07 August 2014, pp 48-66
-
- Chapter
- Export citation
Portfolio Theory and Risk Management
-
- Published online:
- 05 May 2015
- Print publication:
- 07 August 2014
5 - Sequences of random variables
-
- Book:
- Probability for Finance
- Published online:
- 05 June 2014
- Print publication:
- 21 November 2013, pp 147-186
-
- Chapter
- Export citation
Index
-
- Book:
- Probability for Finance
- Published online:
- 05 June 2014
- Print publication:
- 21 November 2013, pp 187-188
-
- Chapter
- Export citation
Preface
-
- Book:
- Probability for Finance
- Published online:
- 05 June 2014
- Print publication:
- 21 November 2013, pp vii-viii
-
- Chapter
- Export citation
4 - Conditional expectation
-
- Book:
- Probability for Finance
- Published online:
- 05 June 2014
- Print publication:
- 21 November 2013, pp 106-146
-
- Chapter
- Export citation
2 - Probability distributions and random variables
-
- Book:
- Probability for Finance
- Published online:
- 05 June 2014
- Print publication:
- 21 November 2013, pp 39-65
-
- Chapter
- Export citation
3 - Product measure and independence
-
- Book:
- Probability for Finance
- Published online:
- 05 June 2014
- Print publication:
- 21 November 2013, pp 66-105
-
- Chapter
- Export citation
1 - Probability spaces
-
- Book:
- Probability for Finance
- Published online:
- 05 June 2014
- Print publication:
- 21 November 2013, pp 1-38
-
- Chapter
- Export citation