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Asymmetric Dependence in Finance – Diversification , Correlation and Portfolio Management in Market Downturns de J Alcock

Asymmetric Dependence in Finance – Diversification , Correlation and Portfolio Management in Market Downturns: Wiley Finance

Autor J Alcock
en Limba Engleză Hardback – 26 apr 2018
Avoid downturn vulnerability by managing correlation dependency Asymmetric Dependence in Finance examines the risks and benefits of asset correlation, and provides effective strategies for more profitable portfolio management.
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Specificații

ISBN-13: 9781119289012
ISBN-10: 1119289017
Pagini: 312
Dimensiuni: 173 x 249 x 22 mm
Greutate: 0.7 kg
Editura: Wiley
Seria Wiley Finance

Locul publicării:Chichester, United Kingdom

Public țintă

The primary audience will be quants and quant traders as well as portfolio managers, asset managers, risk managers and commodity trading advisors.
The secondary audience will be students in quantitative finance, mathematical finance and economics programmes.

Descriere scurtă

Notă biografică

JAMIE ALCOCK, PHD, is Associate Professor of Finance at the University of Sydney Business School. He has previously held appointments at the University of Cambridge, Downing College Cambridge, and the University of Queensland. Dr. Alcock's research interests include asset pricing, corporate finance, and real estate finance. The quality of his research has been recognized through multiple international research prizes, including most recently the EPRA Best Paper prize at the 2016 European Real Estate Society conference. STEPHEN SATCHELL, PHD, PHD, is a Life Fellow at Trinity College Cambridge, a Professor of Finance at the University of Sydney and was an Honorary Visiting Professor at Birkbeck College, University of London. He is the Emeritus Reader in Financial Econometrics at the University of Cambridge and is an Honorary Member of the Institute of Actuaries. He specializes in finance and econometrics, on which he has written at least 200 papers.