Risk-Based Approaches to Asset Allocation Concepts and Practical Applications /
This book focuses on the concepts and applications of risk-based asset allocation. Markowitz’s traditional approach to asset allocation suffers from serious drawbacks when implemented. These mainly arise from the estimation risk associated with the necessary input the most critical being expected re...
Κύριος συγγραφέας: | Braga, Maria Debora (Συγγραφέας) |
---|---|
Συγγραφή απο Οργανισμό/Αρχή: | SpringerLink (Online service) |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Cham :
Springer International Publishing : Imprint: Springer,
2016.
|
Σειρά: | SpringerBriefs in Finance,
|
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Παρόμοια τεκμήρια
-
Dynamic Asset Allocation with Forwards and Futures
ανά: Lioui, Abraham, κ.ά.
Έκδοση: (2005) -
The Use of Risk Budgets in Portfolio Optimization
ανά: Unger, Albina
Έκδοση: (2015) -
Asset Prices, Booms and Recessions Financial Economics from a Dynamic Perspective /
ανά: Semmler, Willi
Έκδοση: (2006) -
Liquidity Risk Management in Banks Economic and Regulatory Issues /
ανά: Ruozi, Roberto, κ.ά.
Έκδοση: (2013) -
Multifractal Financial Markets An Alternative Approach to Asset and Risk Management /
ανά: hayek kobeissi, yasmine
Έκδοση: (2013)