Risk Budgeting:Portfolio Problem Solving with Value-At-Risk(Wiley Finance)

风险预算:用VaR解证券投资题

货币银行学

原   价:
1151.25
售   价:
921.00
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平台大促 低至8折优惠
发货周期:预计3-5周发货
作      者
出  版 社
出版时间
2002年01月14日
装      帧
精装
ISBN
9780471405566
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页      码
336
语      种
英文
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图书简介
Covers the hottest topic in investment for multitrillion pension market and institutional investorsInstitutional investors and fund managers understand they must take risks to generate superior investment returns, but the question is how much. Enter the concept of risk budgeting, using quantitative risks measurements, including VaR, to solve the problem. VaR, or value at risk, is a concept first introduced by bank dealers to establish parameters for their market short-term risk exposure. This book introduces VaR, extreme VaR,
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