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Quantitative Portfolio Optimisation, Asset Allocation And Risk Management

RRP $512.95

This practical book serves as a comprehensive guide to quantitative portfolio optimization, asset allocation, and risk management. Providing an accessible yet rigorous approach to investment management, it gradually introduces ever more advanced quantitative tools for these areas. Using extensive examples, this book guides the reader from basic return and risk analysis, all the way through to portfolio optimization and risk characterization, and finally on to fully fledged quantitative asset allocation and risk management. It employs such tools as enhanced modern portfolio theory using Monte Carlo simulation and advanced return distribution analysis, analysis of marginal contributions to absolute and active portfolio risk, Value-at-Risk and Extreme Value Theory. This practical book serves as a comprehensive guide to quantitative portfolio optimization, asset allocation, and risk management. Providing an accessible yet rigorous approach to investment management, it gradually introduces ever more advanced quantitative tools for these areas. Using extensive examples, this book guides the reader from basic return and risk analysis, all the way through to portfolio optimization and risk characterization, and finally on to fully fledged quantitative asset allocation and risk management. It employs such tools as enhanced modern portfolio theory using Monte Carlo simulation and advanced return distribution analysis, analysis of marginal contributions to absolute and active portfolio risk, Value-at-Risk and Extreme Value Theory.


Fixed-income Portfolio Analytics

RRP $271.99

The book offers a detailed, robust, and consistent framework for the joint consideration of portfolio exposure, risk, and performance across a wide range of underlying fixed-income instruments and risk factors. Through extensive use of practical examples, the author also highlights the necessary technical tools and the common pitfalls that arise when working in this area. Finally, the book discusses tools for testing the reasonableness of the key analytics to help build and maintain confidence for using these techniques in day-to-day decision making. This will be of keen interest to risk managers, analysts and asset managers responsible for fixed-income portfolios.


E-portfolios In Higher Education

RRP $274.99

This book shares the collective experience of integrating electronic portfolios as assessment tools and as instruments for life-long learning in courses across various disciplines in higher education. It enables readers to trace the evolution of e-portfolios over the last ten years and to deal with the challenges faced by instructors and students when implementing e-portfolios in their respective courses. Further, the book suggests flexible ways of dealing with those challenges. It also highlights the relevance of electronic portfolios for the needs and demands of contemporary societies. As such, it speaks to a large target audience from a range of disciplines, roles and geographical contexts within the wider context of higher education in Asia and around the globe.



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