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Risk-Based Approaches to Asset Allocation Concepts and Practical Applications /
This book focuses on the concepts and applications of risk-based asset allocation. Markowitz's traditional approach to asset allocation suffers from serious drawbacks when implemented. These mainly arise from the estimation risk associated with the necessary input the most critical being expect...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cham :
Springer International Publishing : Imprint: Springer,
2016.
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| Edición: | 1st ed. 2016. |
| Colección: | SpringerBriefs in Finance,
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| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
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| 008 | 151031s2016 sz | s |||| 0|eng d | ||
| 020 | |a 9783319243825 |9 978-3-319-24382-5 | ||
| 024 | 7 | |a 10.1007/978-3-319-24382-5 |2 doi | |
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| 100 | 1 | |a Braga, Maria Debora. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Risk-Based Approaches to Asset Allocation |h [electronic resource] : |b Concepts and Practical Applications / |c by Maria Debora Braga. |
| 250 | |a 1st ed. 2016. | ||
| 264 | 1 | |a Cham : |b Springer International Publishing : |b Imprint: Springer, |c 2016. | |
| 300 | |a VIII, 99 p. 20 illus., 2 illus. in color. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 1 | |a SpringerBriefs in Finance, |x 2193-1739 | |
| 505 | 0 | |a Introduction -- The Traditional Approach to Asset Allocation.- Risk-Based Approaches to Asset Allocation: The Case for Risk Parity -- The Different Risk-Based Approaches to Asset Allocation -- Application of the Risk-Based Approaches to Asset Allocation -- Appendix. . | |
| 520 | |a This book focuses on the concepts and applications of risk-based asset allocation. Markowitz's traditional approach to asset allocation suffers from serious drawbacks when implemented. These mainly arise from the estimation risk associated with the necessary input the most critical being expected returns. With the financial crisis, there has been an increasing interest in asset allocation approaches that don't need expected returns as input, known as risk-based approaches. The book provides an analysis of the different solutions that fit this description: the equal-weighting approach, the global minimum-variance approach, the most diversified portfolio approach and the risk parity approach. In addition to a theoretical discussion of these, it presents practical applications in different investment environments. Three different evaluation dimensions are considered to put these approaches to the test: financial efficiency, diversification and portfolio stability. | ||
| 650 | 0 | |a Finance. | |
| 650 | 0 | |a Macroeconomics. | |
| 650 | 0 | |a Management. | |
| 650 | 1 | 4 | |a Financial Economics. |
| 650 | 2 | 4 | |a Macroeconomics and Monetary Economics. |
| 650 | 2 | 4 | |a Management. |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9783319243801 |
| 776 | 0 | 8 | |i Printed edition: |z 9783319243818 |
| 830 | 0 | |a SpringerBriefs in Finance, |x 2193-1739 | |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/978-3-319-24382-5 |z Texto Completo |
| 912 | |a ZDB-2-ECF | ||
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| 950 | |a Economics and Finance (SpringerNature-41170) | ||
| 950 | |a Economics and Finance (R0) (SpringerNature-43720) | ||