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(Ebook) Risk Budgeting: Portfolio Problem Solving with Value-at-Risk by Neil D. Pearson ISBN 9780471405566, 0471405566

  • SKU: EBN-1557942
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Instant download (eBook) Risk Budgeting: Portfolio Problem Solving with Value-at-Risk after payment.
Authors:Neil D. Pearson
Pages:321 pages.
Year:2002
Editon:1
Publisher:Wiley
Language:english
File Size:2.07 MB
Format:pdf
ISBNS:9780471405566, 0471405566
Categories: Ebooks

Product desciption

(Ebook) Risk Budgeting: Portfolio Problem Solving with Value-at-Risk by Neil D. Pearson ISBN 9780471405566, 0471405566

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.
*Free conversion of into popular formats such as PDF, DOCX, DOC, AZW, EPUB, and MOBI after payment.

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