Quantitative Portfolio Optimisation, Asset Allocation and Risk Management

By (author)M. Rasmussen

Targeted towards institutional asset managers in general and chief investment officers, portfolio managers and risk managers in particular, this practical book serves as a comprehensive guide to quantitative portfolio optimization, asset allocation and risk management.

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MIKKEL RASMUSSEN has an MSc in Economics and has worked both as a risk management consultant and equity portfolio manager. He currently manages Japanese equities at AEGON Asset Management in the Netherlands.

SKU: 9781403904584
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Weight 1 kg
Dimensions 24 × 15 × 3 cm
Book Author

M. Rasmussen

Edition

1st

Format

Hardback

ISBN

9781403904584

Language

English

Pages

443

Publication Year

Publisher

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sarasbooksonline.com

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