Risk Budgeting

Auteurs

• Neil D. Pearson

Paramètres

• 256 pages
• 9 heures de lecture

• Affaires et économie
• Autres manuels scolaires
• Manuels

En savoir plus sur le livre

"Risk Budgeting: Portfolio Problem Solving with VaR" provides insights into managing risks for achieving high returns through the concept of Risk Budgeting. It covers risk and capital allocation based on expected returns, utilizing the Value at Risk (VaR) method for risk assessment and stress testing. A must-read for institutional investors and portfolio managers.

Achat du livre

• Année de publication: 2002
• Reliure: (rigide)