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Return Targets and Shortfall Risk: Studies in Strategic Asset Allocation
Return Targets and Shortfall Risk Studies in Strategic Asset Allocation
Author: Martin L. Leibowitz, Lawrence N. Bader, Stanley Kogelman
Return Targets and Shortfall Risks explores how to maintain a consistent risk/reward posture as interest rates and other fundamental market conditions change. It covers several critical investment issues, from hedging to yield curve positioning and many others.
ISBN-13: 9781557389169
ISBN-10: 1557389160
Publication Date: 12/1/1995
Pages: 528
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Publisher: Irwin Professional Publishing
Book Type: Hardcover
Members Wishing: 0
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