Ebook Risk budgeting: Portfolio problem solving with value-at-risk

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.

Từ khóa: Portfolio management, Risk management, Financial futures, Investment analysis, Value-at-risk estimate