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RISK BUDGETING: A NEW APPROACH TO INVESTING

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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 meet long-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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Availability

10000745

332 CAP r

RLC MM (Rak Buku Umum)

Available

Detail Information

Series Title

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Statement of Responsibility

Capital Market Risk Advisors

Call Number

332 CAP r

Publisher

London : Risk Books., 2004

Collation

xviii, 349 p. : ill ; 24cm.

Language

English

ISBN/ISSN

1-899-332-94-4

Classification

332

Content Type

-

Edition

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Subject(s)

Buku Umum
Business Investments
Economics
Investing

Specific Detail Info

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