Risk Budgeting Portfolio Problem Solving with Value-at-Risk
Aus der Reihe
Wiley Finance Editions
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Form:Einzelkauf Download
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Sprache:Englisch
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eBook Format:ePUB
- PDF 80,99 €
- ePUB 80,99 € ausgewählt
80,99 €
inkl. gesetzl. MwSt.Beschreibung
Produktdetails
Format
ePUB
Kopierschutz
Ja
Family Sharing
Nein
Text-to-Speech
Ja
Erscheinungsdatum
31.08.2011
Verlag
Wiley-BlackwellSeitenzahl
336 (Printausgabe)
Dateigröße
9539 KB
Auflage
1. Auflage
Sprache
Englisch
EAN
9781118160831
Covers the hottest topic in investment for multitrillion pension
market and institutional investors
Institutional investors and fund managers understand they must take
risks to generate superior investment returns, but the question is
how much. Enter the concept of risk budgeting, using quantitative
risks measurements, including VaR, to solve the problem. VaR, or
value at risk, is a concept first introduced by bank dealers to
establish parameters for their market short-term risk exposure.
This book introduces VaR, extreme VaR, and stress-testing risk
measurement techniques to major institutional investors, and shows
them how they can implement formal risk budgeting to more
efficiently manage their investment portfolios. Risk Budgeting is
the most sophisticated and advanced read on the subject out there
in the market.
market and institutional investors
Institutional investors and fund managers understand they must take
risks to generate superior investment returns, but the question is
how much. Enter the concept of risk budgeting, using quantitative
risks measurements, including VaR, to solve the problem. VaR, or
value at risk, is a concept first introduced by bank dealers to
establish parameters for their market short-term risk exposure.
This book introduces VaR, extreme VaR, and stress-testing risk
measurement techniques to major institutional investors, and shows
them how they can implement formal risk budgeting to more
efficiently manage their investment portfolios. Risk Budgeting is
the most sophisticated and advanced read on the subject out there
in the market.
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