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

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£60.04 £58.92 £59.16 £59.41 £59.65 £59.90 £60.14 25 July 2026 08 August 2026 22 August 2026 05 September 2026 19 September 2026
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Price distribution over 57 days • 2 price levels

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16 days 41 days · current 0 10 21 31 41 £59 £60 Days at Price

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Most common price: £60 (41 days, 71.9%)

Price range: £59 - £60

Price levels: 2 different prices over 57 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

Barcode

No barcode data available

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