pickabook books with huge discounts for everyone
pickabook books with huge discounts for everyone
Visit our new collection website www.collectionsforschool.co.uk
     
Email: Subscribe to news & offers:
Need assistance? Log In/Register


Item Details
Title: PORTFOLIO CONSTRUCTION AND RISK BUDGETING
By: Bernd Scherer
Format: Hardback

List price: £75.00


We currently do not stock this item, please contact the publisher directly for further information.

ISBN 10: 1904339697
ISBN 13: 9781904339694
Publisher: RISK BOOKS
Pub. date: 1 February, 2007
Edition: 3rd Revised edition
Pages: 300
Description: Expands on the comprehensive treatment of alternative portfolio construction techniques and discusses the area of risk budgeting from an asset management perspective. This title offers: key concepts and methods to implement quantitatively-driven portfolio construction; practical applications and problem-solving skills; and quantitative analysis.
Synopsis: The reader is given: key concepts and methods to implement quantitatively-driven portfolio construction; knowledge of satellite investing, estimation error heuristics, scenario optimisation, mean variance investing, Bayesian methods, budgeting active risk, non-normality and multiple manager allocation; practical applications and accessible problem-solving skills; and quantitative analysis that is supported by extensive examples, tables and charts to help practitioners adopt the subject matter in their day-to-day work. The new chapters provide up-to-date information on portfolio optimisation, with differentiation of alpha and beta testing, covariance estimation, showing estimation error vs. model error and fundamental vs. statistical models. This book is recommended for practitioners including portfolio managers, consultants, strategists, marketers and quantitative analysts. It would also benefit final year undergraduates and MBAs looking to expand their knowledge beyond the mean-variance based solutions commonly taught in business schools.
Publication: UK
Imprint: Risk Books
Returns: Non-returnable
Some other items by this author:

TOP SELLERS IN THIS CATEGORY
Fundamentals of Investing, Global Edition (Paperback)
Pearson Education Limited
Our Price : £19.80
more details
One Up On Wall Street (Paperback)
Simon & Schuster
Our Price : £9.48
more details
Best Loser Wins (Paperback / softback)
Harriman House Publishing
Our Price : £18.24
more details
How to Make Money in Stocks: A Winning System in Good Times and Bad (Paperback)
McGraw-Hill Education - Europe
Our Price : £13.13
more details
The Art of Execution (Paperback)
Harriman House Publishing
Our Price : £14.59
more details
BROWSE FOR BOOKS IN RELATED CATEGORIES
 ECONOMICS, FINANCE, BUSINESS AND INDUSTRY
 finance & accounting
 finance
 investment & securities
 stocks & shares


Information provided by www.pickabook.co.uk
SHOPPING BASKET
  
Your basket is empty
  Total Items: 0
 






Early Learning
Little Worried Caterpillar (PB) Little Green knows she''s about to make a big change - transformingfrom a caterpillar into a beautiful butterfly. Everyone is VERYexcited! But Little Green is VERY worried. What if being a butterflyisn''t as brilliant as everyone says?Join Little Green as she finds her own path ... with just a littlehelp from her friends.
add to basket

Early Learning
add to basket

Picture Book
All the Things We Carry PB What can you carry?A pebble? A teddy? A bright red balloon? A painting you''ve made?A hope or a dream?This gorgeous, reassuring picture book celebrates all the preciousthings we can carry, from toys and treasures to love and hope. With comforting rhymes and fabulous illustrations, this is a warmhug of a picture book.
add to basket