MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02666cam a2200457Mi 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
ocn889226639 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20240524091145.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
|---|
| fixed length control field |
m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
|---|
| fixed length control field |
cr |n||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
021113e20030319vaua o 000 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2002042455 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781403904584 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
1403904588 |
| Qualifying information |
(Hard Paper) |
| 024 3# - OTHER STANDARD IDENTIFIER |
|---|
| Standard number or code |
9781403904584 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)889226639 |
| Canceled/invalid control number |
(OCoLC)1047643069 |
| 037 ## - SOURCE OF ACQUISITION |
|---|
| Source of stock number/acquisition |
00676990 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
VT2 |
| Language of cataloging |
eng |
| Transcribing agency |
VT2 |
| Modifying agency |
OCLCQ |
| -- |
OCLCL |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.6 RAS |
| Edition number |
21 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Rasmussen, Mikkel, |
| Relator term |
author. |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Quantitative Portfolio Optimisation, Asset Allocation and Risk Management : |
| Remainder of title |
Finance and Campital Markets. |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
Revised. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
New York : |
| Name of publisher, distributor, etc. |
Palgrave Macmillan |
| Date of publication, distribution, etc. |
March 2003 |
| Place of publication, distribution, etc. |
Gordonsville : |
| Name of publisher, distributor, etc. |
Macmillan [distributor] |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
1 online resource (400 pages) : |
| Other physical details |
illustrations. |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
Book |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Finance and Capital Markets Ser. |
| 520 8# - SUMMARY, ETC. |
|---|
| Summary, etc. |
Include Bibliography Index |
| Expansion of summary note |
This practical book serves as a comprehensive guide to quantitative portfolio optimization, asset allocation, and risk management. Providing an accessible yet rigorous approach to investment management, it gradually introduces ever more advanced quantitative tools for these areas. Using extensive examples, this book guides the reader from basic return and risk analysis, all the way through to portfolio optimization and risk characterization, and finally on to fully fledged quantitative asset allocation and risk management. It employs such tools as enhanced modern portfolio theory using Monte Carlo simulation and advanced return distribution analysis, analysis of marginal contributions to absolute and active portfolio risk, Value-at-Risk and Extreme Value Theory.<br> |
| 521 ## - TARGET AUDIENCE NOTE |
|---|
| Target audience note |
Scholarly & Professional |
| Source |
Palgrave Macmillan. |
| 650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Portfolio Management. |
| 650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Risk Management. |
| 650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Business & Economics |
| General subdivision |
Investments & Securities |
| -- |
General. |
| 650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Business & Economics |
| General subdivision |
Decision-making & Problem Solving. |
| 758 ## - RESOURCE IDENTIFIER |
|---|
| Relationship information |
has work: |
| Label |
Quantitative Portfolio Optimisation, Asset Allocation and Risk Management (Text) |
| Real World Object URI |
https://id.oclc.org/worldcat/entity/E39PCXv4J3JpQwChFxcY8rQdcd |
| Relationship |
https://id.oclc.org/worldcat/ontology/hasWork |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Finance and Capital Markets Ser. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="http://www.palgraveconnect.com/pc/doifinder/10.1057/9780230512856">http://www.palgraveconnect.com/pc/doifinder/10.1057/9780230512856</a> |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="https://link.springer.com/openurl?genre=book&isbn=978-0-230-51285-6">https://link.springer.com/openurl?genre=book&isbn=978-0-230-51285-6</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Books |
| Suppress in OPAC |
No |
| Call number prefix |
TR |
| Call number suffix |
RAS |
| 948 ## - LOCAL PROCESSING INFORMATION (OCLC); SERIES PART DESIGNATOR (RLIN) |
|---|
| h (OCLC) |
NO HOLDINGS IN GHUCC - 1 OTHER HOLDINGS |
