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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Braga, Maria Debora (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2016.
Edición:1st ed. 2016.
Colección:SpringerBriefs in Finance,
Temas:
Finance.
Macroeconomics.
Management.
Financial Economics.
Macroeconomics and Monetary Economics.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.  .

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