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Please use this identifier to cite or link to this item:
https://nccur.lib.nccu.edu.tw/handle/140.119/71429
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| Title: | Risk-aversion, capital asset allocation, and Markowitz portfolio-selection model |
| Authors: | 陳鴻毅
Cheng-Few Lee;Joseph Finnery;Hong-Yi Chen |
| Contributors: | 財管系 |
| Date: | 2010-05 |
| Issue Date: | 2014-11-13 18:05:00 (UTC+8) |
| Abstract: | Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This three-volume handbook, comprised of over 100 chapters, is the most comprehensive resource in the field to date, integrating the most current theory, methodology, policy, and practical applications. Showcasing contributions from an international array of experts, the Handbook of Quantitative Finance and Risk Management is unparalleled in the breadth and depth of its coverage. Volume 1 presents an overview of quantitative finance and risk management research, covering the essential theories, policies, and empirical methodologies used in the field. Chapters provide in-depth discussion of portfolio theory and investment analysis. Volume 2 covers options and option pricing theory and risk management. Volume 3 presents a wide variety of models and analytical tools. Throughout, the handbook offers illustrative case examples, worked equations, and extensive references; additional features include chapter abstracts, keywords, and author and subject indices. From "arbitrage" to "yield spreads," the Handbook of Quantitative Finance and Risk Management will serve as an essential resource for academics, educators, students, policymakers, and practitioners. |
| Relation: | Handbook of Quantitative Finance and Risk Management, Springer, pp.69-92
ISBN 978-0-387-77117-5 |
| Data Type: | book/chapter |
| Appears in Collections: | [財務管理學系] 專書/專書篇章
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