£58.96

Wiley Risk Budgeting: Portfolio Problem Solving with Value-at-Risk: 74 (Wiley Finance)

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About as cheap as it gets. The only time it was cheaper was 4 months ago.

£59 today · all-time low £56 (Feb 2026) · usually the usual

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Last 634 days • 634 data points (No recent data available)

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£59.72 £55.84 £56.68 £57.53 £58.38 £59.23 £60.07 09 June 2024 14 November 2024 21 April 2025 26 September 2025 04 March 2026

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105 days 57 days 429 days · current 43 days 0 107 215 322 429 £56 £57 £59 £60 Days at Price

Price Analysis

Most common price: £59 (429 days, 67.7%)

Price range: £56 - £60

Price levels: 4 different prices over 634 days

Description

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.

Product Specifications

Brand
Wiley
Format
hardcover
Domain
Amazon UK
Release Date
13 February 2002
Listed Since
09 February 2007

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