Portfolio Construction and Risk Budgeting
Author | : Bernd Scherer |
Publisher | : |
Total Pages | : 258 |
Release | : 2002 |
ISBN-10 | : UOM:39015056961280 |
ISBN-13 | : |
Rating | : 4/5 (80 Downloads) |
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.