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Portfolio Construction And Risk Budgeting Bernd Scherer

Name: Portfolio Construction And Risk Budgeting Bernd Scherer
SKU: BELL-2214470
Price: 31.00 USD
Availability: InStock
Rating: 4.4 (42 reviews)

SKU: BELL-2214470

$ 31.00 ~~$ 45.00~~ (-31%)

4.4

42 reviews

Portfolio Construction And Risk Budgeting Bernd Scherer instant download after payment.

Publisher: Risk Books

File Extension: PDF

File size: 2.11 MB

Pages: 247

Author: Bernd Scherer

ISBN: 1899332448

Language: English

Year: 2002

Product desciption

Portfolio Construction And Risk Budgeting Bernd Scherer by Bernd Scherer 1899332448 instant download after payment.

This work discusses the area of risk budgeting and portfolio construction from an asset management perspective with a critical review of existing portfolio techniques. 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.