Can I read Portfolio Construction and Risk Budgeting 3rd Edition on EtoBox?

Portfolio Construction and Risk Budgeting 3rd Edition by Bernd Michael Scherer is a nonfiction available to read on EtoBox.

What is Portfolio Construction and Risk Budgeting 3rd Edition about?

Building on the solid foundation of the first two bestselling editions, this significantly extended third edition updates previous content and incorporates three new chapters. Expanding on the comprehensive treatment of alternative portfolio construction techniques and discussing the area of risk budgeting from an asset management perspective, you are given a critical review of a range of portfolio techniques. This revised third edition provides you with: 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; 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 bring you 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. Thi

Who reads Portfolio Construction and Risk Budgeting 3rd Edition?

Author

Bernd Michael Scherer

Publisher

Risk Books

Published

2002

Language

EN

ISBN

9781904339694

Category

nonfiction

Subjects

Business, Finance, Mathematical Economics