Portfolio Risk Management

<p><strong>Portfolio Risk Management</strong><br><em><strong>Theoretical Models and Quantitative Tools to Optimize Financial Investments</strong></em><br><br>In today's volatile and uncertain financial markets risk management is no longer an option-it is a necessity.<br>This book offers a comprehensive and practical guide to portfolio risk management combining theory quantitative methods and real-world applications.<br>Inside you will discover:</p><ul><li><strong>The foundations of portfolio risk</strong>: systematic vs. specific risk utility theory and risk aversion.</li><li><strong>Key models and measures</strong>: variance beta covariance Value at Risk (VaR) Expected Shortfall (ES).</li><li><strong>Portfolio optimization techniques</strong>: Markowitz's mean-variance model Risk Parity approach and VaR-based allocation.</li><li><strong>Practical applications</strong>: step-by-step examples of building optimized portfolios with data.</li><li><strong>Modern perspectives</strong>: the role of AI machine learning and ESG factors in the future of risk management.</li></ul><p>Whether you are a student researcher or finance professional this book will equip you with the tools to:</p><ul><li>Understand the dynamics of financial risk.</li><li>Apply advanced quantitative models to real portfolios.</li><li>Build resilient and sustainable investment strategies.</li></ul><p><br><strong>Why this book?</strong><br>Unlike generic finance manuals this work balances academic rigor and practical clarity making complex models accessible without sacrificing depth.<br>If you want to discover how to manage portfolio risk in a conscious quantitative and future-oriented way this book is your essential resource.<br><br><em><strong>Your financial decisions deserve a stronger foundation-start here.</strong></em></p>