Электронная книга: Neil Pearson D. «Risk Budgeting. Portfolio Problem Solving with Value-at-Risk»
Covers the hottest topic in investment for multitrillion pension market and institutional investors Institutional 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.
Издательство: "John Wiley&Sons Limited (USD)"
ISBN: 9780471234333 электронная книга Купить за 8129.94 руб и скачать на Litres
Купить за 8129.94 руб и скачать на Litres
Look at other dictionaries:
Valor en Riesgo — En matemáticas financieras y de gestión del riesgo financiero, el Valor en Riesgo (VaR) es una medición de riesgo frecuentemente utilizada en el riesgo de pérdida de una cartera específica de activos financieros. Para una determinada cartera, la… … Wikipedia Español
Strategic management — is a field that deals with the major intended and emergent initiatives taken by general managers on behalf of owners, involving utilization of resources, to enhance the performance of ﬁrms in their external environments. It entails specifying… … Wikipedia
Project management — is the discipline of planning, organizing, securing, and managing resources to achieve specific goals. A project is a temporary endeavor with a defined beginning and end (usually time constrained, and often constrained by funding or deliverables) … Wikipedia
government economic policy — ▪ finance Introduction measures by which a government attempts to influence the economy. The national budget generally reflects the economic policy of a government, and it is partly through the budget that the government exercises its three … Universalium