Name: Risk finance and asset pricing: Value, Measurements, and Markets
ISBN: 9780470549469

Book information

Authors: Charles S. Tapiero verified identity
First published: 2010
Editions known: 7
Publishers: Wiley
Languages: eng
ISBN-13: 9780470549469, 9781118268155
Main topics: Risk Management, Asset Pricing
Also covers: Portfolio Optimization, Quantitative Finance
Related site topics: Factor Investing & Asset Pricing, Portfolio Optimization, Risk Management & Tail Risk

Overview

Risk finance and asset pricing is a book by Charles S. Tapiero, first published in 2010. In this catalogue it is classified mainly under Risk Management and Asset Pricing, with secondary coverage of Portfolio Optimization and Quantitative Finance.

Audience and depth. The rule-based model places its mathematical difficulty at advanced level (7/10); readers are typically expected to know calculus, linear algebra, optimization, probability theory and stochastic processes.

Orientation. The metadata points to an implementation-oriented, applied treatment. The archive holds 6 papers whose topics and vocabulary overlap with this book; those links are inferred (see the research connections below).

How to read this page. Topics, difficulty, prerequisites and orientation are model-derived (rule-based, rule_based_v1) from bibliographic metadata such as title, subject headings and edition data. They were not produced by reading the book and are not a review. Relevance confidence is 98% and difficulty confidence is 56%; the catalogue lists no ratings or awards.

Research assessment

Rule-based and model-derived from metadata (title, subject headings, edition data). These are not reviews or ratings; see the evidence below.

Quant-finance relevance	72/100 confidence 98% Score 71.6/100. Strongest: quant_relevance 1.00, technical_depth 0.58; weakest: practical_applicability 0.20. Evidence: title:'asset pricing', subjects:'financial engineering', subjects:'financial risk management'.
Mathematical difficulty	Advanced (7/10) confidence 56%
Prerequisites	calculus, linear algebra, optimization, probability theory, stochastic processes
Practical orientation	Applied
Metadata quality	91%

Difficulty evidence (2 signals)

optimization matched in openalex_topics: “optimization”
stochastic_processes matched in openalex_topics: “stochastic processes”

Research connections

Related papers on this site

Similarity of research area (shared vocabulary, topics and methods). Not citations: the paper does not necessarily cite this book.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Topic similarity inferred similarity 0.52
skfolio: Portfolio Optimization in Python Topic similarity inferred similarity 0.51
The Boosted Difference of Convex Functions Algorithm for Value-at-Risk Constrained Portfolio Optimization Topic similarity inferred similarity 0.50
From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing Topic similarity inferred similarity 0.49
Valuation of a Financial Claim Contingent on the Outcome of a Quantum Measurement Topic similarity inferred similarity 0.46
Optimal collective investment under regulatory uncertainty Topic similarity inferred similarity 0.44

External resources

Open Library
DOI
Search on Amazon (ISBN-13 9781118268155) (search link; may be an affiliate link)

Relationship graph

Solid lines are verified facts (authorship from persistent identifiers, editions); dashed lines are inferred by rules or similarity. Open in the full explorer.

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