TY  - BOOK
AU  - Hult,Henrik
AU  - Lindskog,Filip
AU  - Hammarlid,Ola
AU  - Rehn,Carl Johan
TI  - Risk and portfolio analysis: principles and methods 
T2  - Springer series in operations research and financial engineering
SN  - 9781461441021
U1  - 332.6 23
PY  - 2012///
CY  - New York
PB  - Springer
KW  - Business mathematics
KW  - Industrial management
KW  - Mathematical models
KW  - Economics
KW  - Operations research
KW  - Risk management
N1  - Includes bibliographical references and index; pt. I Principles --
ch. 1 Interest Rates and Financial Derivatives --
ch. 2. Convex Optimization --
ch. 3. Quadratic Hedging Principles --
ch. 4. Quadratic Investment Principles --
ch. 5. Utility-Based Investment Principles --
ch. 6. Risk Measurement Principles --
pt. II Methods --
ch. 7. Empirical Methods --
ch. 8. Parametric Models and Their Tails --
ch. 9. Multivariate Models
N2  - This book offers principles and useful methods for making investment and risk management decisions in the presence of hedgeable and non-hedgeable risks using the simplest possible methods and models that capture the essential features of real-world problems.
ER  -