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Risk Budgeting: Portfolio Problem Solving with VaR
Risk Budgeting Portfolio Problem Solving with VaR
Author: Neil D. Pearson, Neil D. Pearson
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 t...  more »
ISBN-13: 9780471405566
ISBN-10: 0471405566
Publication Date: 1/18/2002
Pages: 256
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Publisher: Wiley
Book Type: Hardcover
Members Wishing: 0
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