M. Rasmussen – författare

Targeted towards institutional asset managers in general and chief investment officers, portfolio managers and risk managers in particular, 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. All this is performed within the same conceptual, theoretical and empirical framework, providing a self-contained, comprehensive reading experience with a strongly practical aim.

What might a self-conscious turn to formal analysis look like in Renaissance literary studies today, after theory and the new historicism? The essays collected here address this question from a variety of critical perspectives, as part of a renewed willingness within literary and cultural studies to engage questions of form. Essays by Paul Alpers, Douglas Bruster, Stephen Cohen, Heather Dubrow, William Flesch, Joseph Loewenstein, Elizabeth Harris Sagaser, and Mark Womack, together with an introduction of Mark David Rasmussen and an afterword by Richard Strier.

What might a self-conscious turn to formal analysis look like in Renaissance literary studies today, after theory and the new historicism? The essays collected here address this question from a variety of critical perspectives, as part of a renewed willingness within literary and cultural studies to engage questions of form. Essays by Paul Alpers, Douglas Bruster, Stephen Cohen, Heather Dubrow, William Flesch, Joseph Loewenstein, Elizabeth Harris Sagaser, and Mark Womack, together with an introduction of Mark David Rasmussen and an afterword by Richard Strier.

What might a self-conscious turn to formal analysis look like in Renaissance literary studies today, after theory and the new historicism? The essays collected here address this question from a variety of critical perspectives, as part of a renewed willingness within literary and cultural studies to engage questions of form. Essays by Paul Alpers, Douglas Bruster, Stephen Cohen, Heather Dubrow, William Flesch, Joseph Loewenstein, Elizabeth Harris Sagaser, and Mark Womack, together with an introduction of Mark David Rasmussen and an afterword by Richard Strier.

Targeted towards institutional asset managers in general and chief investment officers, portfolio managers and risk managers in particular, 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. All this is performed within the same conceptual, theoretical and empirical framework, providing a self-contained, comprehensive reading experience with a strongly practical aim.

Targeted towards institutional asset managers in general and chief investment officers, portfolio managers and risk managers in particular, 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. All this is performed within the same conceptual, theoretical and empirical framework, providing a self-contained, comprehensive reading experience with a strongly practical aim.

A new collection that addresses the problematic pathologization of queer youth, this book argues that the majority of educators and youth workers still know little about queer youth's negotiations of identity and community.

A new collection that addresses the problematic pathologization of queer youth, this book argues that the majority of educators and youth workers still know little about queer youth's negotiations of identity and community. The contributors examine the dangerous effects of heteronormalizing practices, and look at how young people negotiate labels and stereotypes in and out of school settings. What makes this project unique is that the contributors go beyond the discussions of homophobia young people experience on an everyday basis - the look at how youth subvert these experiences into those of pleasure, power, and confidence. In addition, the contributors look at how youth organize communities and negotiate positive identities in different settings.