||3 of 4 people found the following review helpful.| Seems too elementary|By LOV|Extreme events are no doubt a very important topic especially given what happened in the recent financial crisis. This book describes many methodologies in a very elementary way. It is not designed for professionals who want to seriously learn, use and improve methodologies but can be good for those who want a business overview, i.e. reading mostly||'The author writes about technical and often dry material in a clear and generally engaging way.' (Actuary, April 2011).|From the Back Cover|Taking due account of extreme events when constructing portfolios of assets or l
Taking due account of extreme events when constructing portfolios of assets or liabilities is a key discipline for market professionals. Extreme events are a fact of life in how markets operate.
In Extreme Events: Robust Portfolio Construction in the Presence of Fat Tails, leading expert Malcolm Kemp shows readers how to analyse market data to uncover fat-tailed behaviour, how to incorporate expert judgement in the handling of such information, and how to refi...
[PDF.lp08] Extreme Events: Robust Portfolio Construction in the Presence of Fat Tails (The Wiley Finance Series) Rating: 3.81 (417 Votes)
You easily download any file type for your device.Extreme Events: Robust Portfolio Construction in the Presence of Fat Tails (The Wiley Finance Series) | Malcolm Kemp. I was recommended this book by a dear friend of mine.
