ENV : prod
CLUSTER : east
SERVER : va1.pricenetwork.com
image
Risk Budgeting: Portfolio Problem Solving with Value-at-Risk
by: Neil D. Pearson
0471405566 / 9780471405566

Book Description:
Covers the hottest topic in investment for multitrillion pension market and institutional investorsInstitutional 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.

Risk Budgeting: Portfolio Problem Solving with Value-at-Risk

Buyback (Sell directly to one of these merchants and get cash immediately)

Bookstore Payment Good Condition New Condition  
$1.25 $1.25 Sell Here
Payment:
Shipping Details: BookByte pays cash, not credit, and takes pride in speedy payment, often within one day of processing your textbook. They pay the shipping.

campusbooks.com  BBB Business Review CopyScape