Risk Budgeting: Portfolio Problem Solving with Value-at-Risk: 74 (Wiley Finance) - Image 1

£58.96

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

Name: Risk Budgeting: Portfolio Problem Solving with Value-at-Risk: 74 (Wiley Finance)
Brand: Wiley
Price: 59.36 GBP
Availability: InStock

Decision Making

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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
ASIN: 0471405566
Category: Books > Subjects > Business, Finance & Law > Management > Management Skills > Decision Making
Domain: Amazon UK
Release Date: 13 February 2002
Listed Since: 09 February 2007

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

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