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.


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:

DOWNLOAD 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

DOWNLOAD 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

DOWNLOAD 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
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

DOWNLOAD EBOOK

Portfolio construction is fundamental to the investment management process. In the 1950s, Harry Markowitz demonstrated the benefits of efficient diversification
Portfolio Diversification
Language: en
Pages: 276
Authors: Francois-Serge Lhabitant
Categories: Mathematics
Type: BOOK - Published: 2017-09-26 - Publisher: Elsevier

DOWNLOAD EBOOK

Portfolio Diversification provides an update on the practice of combining several risky investments in a portfolio with the goal of reducing the portfolio's ove