libcats.org
Главная

Risk Budgeting: Portfolio Problem Solving with Value-at-Risk

Обложка книги Risk Budgeting: Portfolio Problem Solving with Value-at-Risk

Risk Budgeting: Portfolio Problem Solving with Value-at-Risk

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.
Популярные книги за неделю:

Nucleation (Butterworth 2000)

Автор:
Категория: Phase transitions
Размер книги: 4.70 Mb

50 рецептов для аэрогриля

Автор:
Категория: house, house, cook
Размер книги: 771 Kb

Ключ к сверхсознанию

Автор:
Категория: Путь к себе
Размер книги: 309 Kb
Только что пользователи скачали эти книги:

Made In America

Автор:
Размер книги: 557 Kb

handbook of superconductivity

Автор: , Автор: , Автор:
Размер книги: 24.80 Mb

Grammar of Kurmanji or Kurdish Language

Автор:
Размер книги: 7.51 Mb

Intervencion Logopedica En Disfemias

Автор:
Категория: fiction
Размер книги: 285 Kb

Running Scared: Fear, Worry, and the God of Rest (Epub & Mobi)

Автор:
Категория: Christian
Размер книги: 665 Kb