Risk Budgeting: Portfolio Problem Solving with Value-at-Risk - Wiley Finance - Neil D. Pearson - Books - John Wiley & Sons Inc - 9780471405566 - January 28, 2002
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Neil D. Pearson
Risk Budgeting: Portfolio Problem Solving with Value-at-Risk - Wiley Finance

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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.

336 pages, Ill.

Media Books     Hardcover Book   (Book with hard spine and cover)
Released January 28, 2002
ISBN13 9780471405566
Publishers John Wiley & Sons Inc
Pages 336
Dimensions 159 × 234 × 26 mm   ·   571 g
Language English  

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