Risk Budgeting
DOWNLOAD
Download Risk Budgeting PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Risk Budgeting book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Risk Budgeting
DOWNLOAD
Author : Neil D. Pearson
language : en
Publisher: John Wiley & Sons
Release Date : 2011-08-31
Risk Budgeting written by Neil D. Pearson and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-08-31 with Business & Economics categories.
Institutionelle Anleger, Fonds- und Portfoliomanager müssen Risiken eingehen, wenn sie Spitzengewinne erzielen wollen. Die Frage ist nur wieviel Risiko. "Risk Budgeting: Portfolio Problem Solving with VaR" liefert die Antwort auf diese Frage. Beim Konzept des Risk Budgeting geht es um Risiko- und Kapitalallokation auf der Grundlage erwarteter Erträge und Risiken, mit dem Ziel, höhere Renditen zu erwirtschaften im Rahmen eines vordefinierten Gesamtrisikoniveaus. Mit Hilfe quantitativer Methoden zur Risikomessung, einschließlich der Value at Risk-Methode läßt sich das Risiko ermitteln und bewerten. Value at Risk (VaR) ist ein Verfahren zur Risikobewertung, das Banken ursprünglich zur Messung und Begrenzung von Marktpreisrisiken eingesetzt haben. Heute wird die VaR-Methode auch verstärkt im Risikomanagement eingesetzt. Dieses Buch bietet eine fundierte Einführung in die VaR-Methode sowie in Verfahren zur Risikomessung bei Extremereignissen und Krisenszenarien (Stress Testing). Darüber hinaus erklärt es, wie man mit Hilfe des Risk Budgeting ein effizienteres Portfoliomanagement erreicht. "Risk Budgeting: Portfolio Problem Solving with VaR" ist das einzige Buch auf dem Markt, das Risk Budgeting und VaR - zwei brandaktuelle Themen im Portfoliomanagement - speziell für institutionelle Investment- und Portfolio-Manager aufbereitet. Eine unverzichtbare Lektüre.
The Use Of Risk Budgets In Portfolio Optimization
DOWNLOAD
Author : Albina Unger
language : en
Publisher: Springer
Release Date : 2014-09-10
The Use Of Risk Budgets In Portfolio Optimization written by Albina Unger and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-10 with Business & Economics categories.
Risk budgeting models set risk diversification as objective in portfolio allocation and are mainly promoted from the asset management industry. Albina Unger examines the portfolios based on different risk measures in several aspects from the academic perspective (Utility, Performance, Risk, Different Market Phases, Robustness, and Factor Exposures) to investigate the use of these models for asset allocation. Beside the risk budgeting models, alternatives of risk-based investment styles are also presented and examined. The results show that equalizing the risk across the assets does not prevent losses, especially in crisis periods and the performance can mainly be explained by exposures to known asset pricing factors. Thus, the advantages of these approaches compared to known minimum risk portfolios are doubtful.
Introduction To Risk Parity And Budgeting
DOWNLOAD
Author : Thierry Roncalli
language : en
Publisher: CRC Press
Release Date : 2016-04-19
Introduction To Risk Parity And Budgeting written by Thierry Roncalli and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-04-19 with Business & Economics categories.
Although portfolio management didn't change much during the 40 years after the seminal works of Markowitz and Sharpe, the development of risk budgeting techniques marked an important milestone in the deepening of the relationship between risk and asset management. Risk parity then became a popular financial model of investment after the global fina
Portfolio Construction And Risk Budgeting
DOWNLOAD
Author : Bernd Scherer
language : en
Publisher:
Release Date : 2014
Portfolio Construction And Risk Budgeting written by Bernd Scherer and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with Investments categories.
Building on the solid foundation of the previous bestselling editions, this significantly extended fifth edition of Portfolio Construction and Risk Budgeting updates content and incorporates a more practical approach than previous editions. Bernd Scherer provides a critical review of a range of portfolio management techniques highlighting strengths, weaknesses and how to implement quantitatively-driven portfolio construction. [Resumen de editor]
Game Choices
DOWNLOAD
Author : Steven R. Grenadier
language : en
Publisher:
Release Date : 2000
Game Choices written by Steven R. Grenadier and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Capital investments categories.
Risk Budgeting
DOWNLOAD
Author : Leslie Rahl
language : en
Publisher:
Release Date : 2012
Risk Budgeting written by Leslie Rahl and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Financial crises categories.
Continues to provide a road map for more effective risk allocation and better return per unit of risk taken. This edition reflects in particular the growing focus on risk appetite and governance in the risk budgeting environment.
Risk Budgeting
DOWNLOAD
Author : Leslie Rahl
language : en
Publisher:
Release Date : 2015-10
Risk Budgeting written by Leslie Rahl and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-10 with categories.
Portfolio Construction And Risk Budgeting
DOWNLOAD
Author :
language : en
Publisher:
Release Date : 2014
Portfolio Construction And Risk Budgeting written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with categories.
Risk And Management Accounting
DOWNLOAD
Author : Paul M. Collier
language : en
Publisher: Elsevier
Release Date : 2006-10-04
Risk And Management Accounting written by Paul M. Collier and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-10-04 with Business & Economics categories.
Presents the findings from two research projects on risk: (1) a pilot study comprising four mini-case studies on how risk impacted upon budgeting; and (2) a comprehensive survey and analysis of risk management in organisations, in particular how it impacted on both internal controls and on the role of the management accountant.
Budgeting Basics And Beyond
DOWNLOAD
Author : Jae K. Shim
language : en
Publisher: John Wiley & Sons
Release Date : 2008-12-03
Budgeting Basics And Beyond written by Jae K. Shim and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-12-03 with Business & Economics categories.
If the very thought of budgets pushes your sanity over the limit, then this practical, easy-to-use guide is just what you need. Budgeting Basics and Beyond, Third Edition equips you with an all-in-one resource guaranteed to make the budgeting process easier, less stressful, and more effective. Written by Jae Shim and Joel Siegel, the new edition covers Balanced Scorecard, budgeting for nonprofit organizations, business simulations for executive and management training, and much more!