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...
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| Format: | Electronic eBook |
| Language: | English |
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Cham :
Springer International Publishing : Imprint: Springer,
2016.
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| Series: | SpringerBriefs in Finance,
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| Online Access: | Full Text via HEAL-Link |
