Risk Budgeting Portfolio Problem Solving with Value-At-Risk
109,99 €
inkl. gesetzl. MwSt.,
Beschreibung
Produktdetails
Einband
Gebundene Ausgabe
Erscheinungsdatum
14.01.2002
Abbildungen
w. figs.
Verlag
John Wiley & SonsSeitenzahl
340
Maße (L/B/H)
24/16,1/2,3 cm
Gewicht
677 g
Auflage
1. Auflage
Sprache
Englisch
ISBN
978-0-471-40556-6
Praise for Risk budgeting
"Professor Pearson has raised the bar for books on market risk. Moving beyond descriptions of VaR calculation and stress testing, he provides careful discussions of both the refinements and the limits of the VaR technique. Even more importantly, this book provides structure to the heretofore vague idea of 'risk budgeting.' "
-Charles Smithson, Managing Partner, Rutter Associates
"Pearson has written an excellent resource for risk management practitioners who actually need to compute and use VaR. Numerous concrete examples make a broad range of VaR techniques accessible to the people who actually need to use them. The book also provides tangible applications of risk budgeting, a term often used but rarely made relevant. Pearson has put meat on the bones for plan sponsors who want to actually employ risk budgeting techniques."
-Bennett Golub, Co-head of Risk Management and Analytics,
Founding Partner, BlackRock
"An excellent book. This text provides a bridge from the theoretical to the practical, and clears the fog between the buzzwords of risk budgeting and the realities of a useful new portfolio management tool. Pearson's writing is well balanced between needed academic foundation and the practicalities of managing portfolios."
-Rob Roy, Director, Cash and Investments, Adventist Health System
"I just wish I could summarize this book as ably as Professor Pearson summarizes the voluminous literature on Value-at-Risk. Unfortunately, I suspect no further compression is possible. To reduce the risk of reading rubbish, your best bet is to read this book."
-Dr. Peter Carr, Senior Consultant, Risk Capital Management
Noch keine Bewertungen vorhanden
Verfassen Sie die erste Bewertung zu diesem Artikel
Helfen Sie anderen Kundinnen und Kunden durch Ihre Meinung.
Kurze Frage zu unserer Seite
Vielen Dank für Ihr Feedback
Wir nutzen Ihr Feedback, um unsere Produktseiten zu verbessern. Bitte haben Sie Verständnis, dass wir Ihnen keine Rückmeldung geben können. Falls Sie Kontakt mit uns aufnehmen möchten, können Sie sich aber gerne an unseren Kund*innenservice wenden.
zum Kundenservice