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RISK BUDGETING: PORTFOLIO PROBLEM SOLVING WITH VALUE-AT-RISK

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This book describes the tools and techniques of value-at-risk and risk
decomposition, which underlie risk budgeting. Most readers will never
actually compute a value-at-risk (VaR) estimate. That is the role of risk
measurement and portfolio management systems. Nonetheless, it is crucial
that consumers of value-at-risk estimates and other risk measures under-
stand what is inside the black box. This book attempts to teach enough so
the reader can be a sophisticated consumer and user of risk information. It
is hoped that some readers of the book will actually use risk information to
do risk budgeting.

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Availability

10001023

332.6 PEA r

RLC MM (Rak Buku Umum)

Available

Detail Information

Series Title

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Statement of Responsibility

Neil D. Pearson

Call Number

332.6 PEA r

Publisher

New York : John Wiley & Sons., 2002

Collation

x, 321 p. : ill ; 23cm.

Language

English

ISBN/ISSN

0-471-40556-6

Classification

332.6

Content Type

-

Edition

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Subject(s)

Buku Umum
Finance
Investing

Specific Detail Info

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