The Use of Risk Budgets in Portfolio Optimization

• Κύριος συγγραφέας: Unger, Albina (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Wiesbaden : Springer Fachmedien Wiesbaden : Imprint: Springer Gabler, 2015.
• Θέματα: Finance.; Management.; Macroeconomics.; Finance, general.; Macroeconomics/Monetary Economics//Financial Economics.

Risk budgeting models set risk diversification as objective in portfolio allocation and are mainly promoted from the asset management industry. Albina Unger examines the portfolios based on different risk measures in several aspects from the academic perspective (Utility, Performance, Risk, Differen...

Πίνακας περιεχομένων:

• Theoretical Background
• Alternative Approaches in Portfolio Management
• Minimum Risk Portfolios
• Risk Budgeting Portfolios
• Robustness
• Factor Models.