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Основной контент книги Risk Budgeting. Portfolio Problem Solving with Value-at-Risk
Text PDF

Volume 333 pages

0+

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

Читайте только на Литрес

The book cannot be downloaded as a file, but can be read in our app or online on the website.

$125

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.

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Age restriction:
0+
Release date on Litres:
20 February 2018
Volume:
333 p.
ISBN:
9780471234333
Total size:
2.9 МБ
Total number of pages:
333
Copyright holder:
John Wiley & Sons Limited
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