Portfolio Construction And Risk Budgeting
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Language: en
Pages: 258
Pages: 258
Type: BOOK - Published: 2002 - Publisher:
It provides the key concepts and methods to implement quantitatively-driven portfolio construction. Areas include satellite investing, estimation error heuristi
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Pages: 430
Type: BOOK - Published: 2016-04-19 - Publisher: CRC Press
Although portfolio management didn't change much during the 40 years after the seminal works of Markowitz and Sharpe, the development of risk budgeting techniqu
Language: en
Pages: 28
Pages: 28
Type: BOOK - Published: 2016 - Publisher:
Risk-based asset allocation models have received considerable attention in recent years. This increased popularity is due in part to the difficulty in estimatin
Language: en
Pages: 443
Pages: 443
Type: BOOK - Published: 2014-09-10 - Publisher: Springer
Risk budgeting models set risk diversification as objective in portfolio allocation and are mainly promoted from the asset management industry. Albina Unger exa
Language: en
Pages: 796
Pages: 796
Type: BOOK - Published: 2009-12-12 - Publisher: Springer Science & Business Media
Portfolio construction is fundamental to the investment management process. In the 1950s, Harry Markowitz demonstrated the benefits of efficient diversification