TY  - BOOK
AU  - Hult, Henrik
TI  - Risk and portfolio analysis: principles and methods
SN  - 978-1-4614-4102-1
AV  - HF/5694/R57/2012 
CY  - New York
KW  - Análisis de riesgos
KW  - Análisis de cartera
KW  - Métodos
KW  - Var
N1  - Contiene: 1. Interest rates and financial derivates.- 2. Convex optimization.- 3. Quadratic hedging principles.- 4. Quadratic investment principles.- 5. Utility-based investment principles.- 6. Risk measurement principles.- 7. Empirical methods.- 8. Parametric models and their tails.- 9. Multivariate models
ER  -