Iceberg Risk: An Adventure in Portfolio Theory

by Kent Osband

Iceberg Risk exposes this crucial limitation through an engaging mixture of story charts, and math. Statistical concepts are developed intuitively first, and all algebra is cordoned off into neatly organized and digestible nuggets. The results will appeal to students of risk analysis and seasoned practitioners alike; indeed to anyone willing to question orthodox portfolio theory.

Genres: Finance

382 pages, Hardcover

First published December 12, 2002

Reviews

[Prateek Maheshwari · Rating 2 out of 5]

Regrettable choice - too dense for me, perhaps. Skimmed through most of it.

[Nothanks · Rating 3 out of 5]

This book is a bit of a tease, Osband makes big promises but takes forever to cut to the chase. Extremely math heavy in non-linear calculus... I am trudging through this one... So far no light at the end of the tunnel.