Portfolio Construction and Risk Budgeting

Portfolio Construction and Risk Budgeting
Author :
Publisher :
Total Pages :
Release :
ISBN-10 : 1782721002
ISBN-13 : 9781782721000
Rating : 4/5 (000 Downloads)

Book Synopsis Portfolio Construction and Risk Budgeting by :

Download or read book Portfolio Construction and Risk Budgeting written by and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:


Portfolio Construction and Risk Budgeting Related Books

Portfolio Construction and Risk Budgeting
Language: en
Pages: 258
Authors: Bernd Scherer
Categories: Business & Economics
Type: BOOK - Published: 2002 - Publisher:

GET EBOOK

It provides the key concepts and methods to implement quantitatively-driven portfolio construction. Areas include satellite investing, estimation error heuristi
Introduction to Risk Parity and Budgeting
Language: en
Pages: 430
Authors: Thierry Roncalli
Categories: Business & Economics
Type: BOOK - Published: 2016-04-19 - Publisher: CRC Press

GET EBOOK

Although portfolio management didn't change much during the 40 years after the seminal works of Markowitz and Sharpe, the development of risk budgeting techniqu
Extreme Events
Language: en
Pages: 337
Authors: Malcolm Kemp
Categories: Business & Economics
Type: BOOK - Published: 2011-10-04 - Publisher: John Wiley & Sons

GET EBOOK

Taking due account of extreme events when constructing portfolios of assets or liabilities is a key discipline for market professionals. Extreme events are a fa
A Generalized Risk Budgeting Approach to Portfolio Construction
Language: en
Pages: 28
Authors: Martin Brendan Haugh
Categories:
Type: BOOK - Published: 2016 - Publisher:

GET EBOOK

Risk-based asset allocation models have received considerable attention in recent years. This increased popularity is due in part to the difficulty in estimatin
Handbook of Portfolio Construction
Language: en
Pages: 796
Authors: John B. Guerard, Jr.
Categories: Business & Economics
Type: BOOK - Published: 2009-12-12 - Publisher: Springer Science & Business Media

GET EBOOK

Portfolio construction is fundamental to the investment management process. In the 1950s, Harry Markowitz demonstrated the benefits of efficient diversification