Portfolio Construction and Risk Budgeting

Portfolio Construction and Risk Budgeting
Author :
Publisher :
Total Pages : 258
Release :
ISBN-10 : UOM:39015056961280
ISBN-13 :
Rating : 4/5 (80 Downloads)

Book Synopsis Portfolio Construction and Risk Budgeting by : Bernd Scherer

Download or read book Portfolio Construction and Risk Budgeting written by Bernd Scherer and published by . This book was released on 2002 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: It provides the key concepts and methods to implement quantitatively-driven portfolio construction. Areas include satellite investing, estimation error heuristics, scenario optimisation, mean variance investing, Bayesian methods, budgeting active risk, non-normality and multiple manager allocation. The emphasis is on practical applications and problem-solving written in a highly accessible style. The title contains quantitative analysis that is supported by extensive examples, tables and charts to help practitioners adopt the subject matter in their day-to-day work.


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