ISBN is

978-0-471-40556-6 / 0471405566

Risk Budgeting: Portfolio Problem Solving with Value-at-Risk (Wiley Finance)

by Pearson, Neil D.

Publisher:Wiley

Edition:Hardcover

Language:English

Prices INCLUDE standard shipping to United States
Show prices without shipping
Change shipping destination/currency
Shipping prices may be approximate. Please verify cost before checkout.

About the book:

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.

Search under way...

Search complete.

Click on the price to find out more about a book.

New books: 1 - 25 of 59

   

Used books: 1 - 25 of 82