Обложка книги Risk Budgeting: A New Approach to Investing

Risk Budgeting: A New Approach to Investing

ISBN: 1-89933-294-4;
Издательство: Risk Books
Страниц: 350

A practical and authoritative introduction to the concept of risk unit allocation as an alternative and more effective decision-making process for long-term investors. Make an informed decision about how to implement and execute a "risk unit allocation" investment policy Analysis of techniques to assess how risk might impact long-term investment returns Introduces methods to allocate assets based on the "risk unit" exposures - in individual asset classes and on a portfolio basis, to meetlong-term pension obligations and investment return objectives Investigates ways to use VAR to accommodate a long-term investment horizon Contributions from leading experts drawn from consultancies; large institutional investors; pension plans; investment banks and academia

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