Institutionelle Anleger, Fonds- und Portfoliomanager m???ssen Risiken eingehen, wenn sie Spitzengewinne erzielen wollen. Die Frage ist nur wieviel Risiko. "Risk Budgeting: Portfolio Problem Solving with VaR" liefert die Antwort auf diese Frage. Beim Konzept des Risk Budgeting geht es um Risiko- und Kapitalallokation auf der Grundlage erwarteter Ertr???ge und Risiken, mit dem Ziel, h???here Renditen zu erwirtschaften im Rahmen eines vordefinierten Gesamtrisikoniveaus. Mit Hilfe quantitativer Methoden zur Risikomessung, ...
Read More
Institutionelle Anleger, Fonds- und Portfoliomanager m???ssen Risiken eingehen, wenn sie Spitzengewinne erzielen wollen. Die Frage ist nur wieviel Risiko. "Risk Budgeting: Portfolio Problem Solving with VaR" liefert die Antwort auf diese Frage. Beim Konzept des Risk Budgeting geht es um Risiko- und Kapitalallokation auf der Grundlage erwarteter Ertr???ge und Risiken, mit dem Ziel, h???here Renditen zu erwirtschaften im Rahmen eines vordefinierten Gesamtrisikoniveaus. Mit Hilfe quantitativer Methoden zur Risikomessung, einschlie???lich der Value at Risk-Methode l??????t sich das Risiko ermitteln und bewerten. Value at Risk (VaR) ist ein Verfahren zur Risikobewertung, das Banken urspr???nglich zur Messung und Begrenzung von Marktpreisrisiken eingesetzt haben. Heute wird die VaR-Methode auch verst???rkt im Risikomanagement eingesetzt. Dieses Buch bietet eine fundierte Einf???hrung in die VaR-Methode sowie in Verfahren zur Risikomessung bei Extremereignissen und Krisenszenarien (Stress Testing). Dar???ber hinaus erkl???rt es, wie man mit Hilfe des Risk Budgeting ein effizienteres Portfoliomanagement erreicht. "Risk Budgeting: Portfolio Problem Solving with VaR" ist das einzige Buch auf dem Markt, das Risk Budgeting und VaR - zwei brandaktuelle Themen im Portfoliomanagement - speziell f???r institutionelle Investment- und Portfolio-Manager aufbereitet. Eine unverzichtbare Lekt???re.
Read Less
Add this copy of Risk Budgeting: Portfolio Problem Solving With Value-at to cart. $26.72, poor condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2002 by John Wiley and Sons.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In poor condition, suitable as a reading copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 650grams, ISBN: 0471405566.
Add this copy of Risk Budgeting: Portfolio Problem Solving with Value-At to cart. $76.27, new condition, Sold by GreatBookPricesUK5 rated 5.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2002 by Wiley.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Sewn binding. Cloth over boards. 336 p. Contains: Unspecified. Wiley Finance, 74. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Risk Budgeting: Portfolio Problem Solving with Value-At to cart. $79.98, like new condition, Sold by GreatBookPricesUK5 rated 5.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2002 by Wiley.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Fine. Sewn binding. Cloth over boards. 336 p. Contains: Unspecified. Wiley Finance, 74. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Risk Budgeting to cart. $82.60, new condition, Sold by Books2anywhere rated 5.0 out of 5 stars, ships from Fairford, GLOUCESTERSHIRE, UNITED KINGDOM, published 2002 by Wiley.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
Add this copy of Risk Budgeting: Portfolio Problem Solving with Value-At to cart. $101.00, new condition, Sold by Ria Christie Books rated 5.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2002 by Wiley.
Add this copy of Risk Budgeting: Portfolio Problem Solving with Value-At to cart. $109.69, new condition, Sold by Booksplease rated 4.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2002 by Wiley.
Add this copy of Risk Budgeting to cart. $120.94, new condition, Sold by Kennys.ie rated 4.0 out of 5 stars, ships from Galway, IRELAND, published 2002 by Wiley.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. VaR, or value at risk, is a concept introduced by bank dealers to establish parameters for their market short-term risk exposure. This text introduces VaR, extreme VaR, and stress-testing risk measurement techniques to major institutional investors. Series: Wiley Finance. Num Pages: 336 pages, Ill. BIC Classification: KFFM; KJMD. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 234 x 159 x 25. Weight in Grams: 574. 2002. 1st Edition. Hardcover.....We ship daily from our Bookshop.
Add this copy of Risk Budgeting: Portfolio Problem Solving With Value-at to cart. $69.99, new condition, Sold by M3Books rated 5.0 out of 5 stars, ships from Wilmington, MA, UNITED STATES, published 2002 by Wiley.
Add this copy of Risk Budgeting: Portfolio Problem Solving with Value-At to cart. $97.45, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2002 by Wiley.
Add this copy of Risk Budgeting: Portfolio Problem Solving With Value-at to cart. $105.50, new condition, Sold by GridFreed rated 5.0 out of 5 stars, ships from San Diego, CA, UNITED STATES, published 2002 by Wiley.
