Risk-Based Approaches to Asset Allocation Concepts and Practical Applications /

• Main Author: Braga, Maria Debora (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Series: SpringerBriefs in Finance,
• Subjects: Finance.; Management.; Macroeconomics.; Finance, general.; Macroeconomics/Monetary Economics//Financial Economics.

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...

Table of Contents:

• Introduction
• The Traditional Approach to Asset Allocation.- Risk-Based Approaches to Asset Allocation: The Case for Risk Parity
• The Different Risk-Based Approaches to Asset Allocation
• Application of the Risk-Based Approaches to Asset Allocation
• Appendix.  .