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RETURN TARGETS AND SHORTFALL RISKS: STUDIES IN STRATEGIC ASSET ALLOCATION

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A series of studies developed at Salomon Brothers Inc. that is based on the concept of shortfall risk, which is the risk of failing to earn the minimum return that an investment manager regards as critical. The approach has the advantage over conventional risk measures by distinguishing between upward and downward return fluctuations. By treating higher expected returns as a cushion against the full impact of volatility, it can help a fund maintain its minimum target levels as interest rates change.

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Availability

10001049

332.6 LEI r

RLC MM (Rak Buku Umum)

Available

Detail Information

Series Title

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Statement of Responsibility

Martin L. Leibowitz

Call Number

332.6 LEI r

Publisher

Chicago : Irwin., 1996

Collation

xxi, 502 p. : ill ; 23cm.

Language

English

ISBN/ISSN

1-55738-916-0

Classification

332.6

Content Type

-

Edition

-

Subject(s)

Business & Finance
Business & Money
Buku Umum

Specific Detail Info

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