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Can I read Portfolio Construction and Risk Budgeting on EtoBox?
Portfolio Construction and Risk Budgeting by Bernd Scherer is a nonfiction available to read on EtoBox.
What is Portfolio Construction and Risk Budgeting about?
This work discusses the area of risk budgeting and portfolio construction from an asset management perspective with a critical review of existing portfolio techniques. It provides the key concepts and methods to implement quantitatively-driven portfolio construction. Areas include satellite investing, estimation error heuristics, scenario optimisation, mean variance investing, Bayesian methods, budgeting active risk, non-normality and multiple manager allocation. The emphasis is on practical applications and problem-solving written in a highly accessible style. The title contains quantitative analysis that is supported by extensive examples, tables and charts to help practitioners adopt the subject matter in their day-to-day work.
Who reads Portfolio Construction and Risk Budgeting?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Bernd Scherer
- Publisher
- Risk Books
- Published
- 2002
- Language
- EN
- ISBN
- 9780585419329
- Category
- nonfiction
- Subjects
- Management, Economics, Finance
Other editions & translations
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