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Risk Budgeting. Portfolio Problem Solving With Value-At-Risk
# 17345127

Risk Budgeting. Portfolio Problem Solving With Value-At-Risk

8 199 р.

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

Risk Budgeting is the most sophisticated and advanced read on the subject out there in the market.

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

VaR, or value at risk, is a concept first introduced by bank dealers to establish parameters for their market short-term risk exposure