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Risk Budgeting: Portfolio Problem Solving with Value-at-Risk - Wiley Finance Neil D. Pearson
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Risk Budgeting: Portfolio Problem Solving with Value-at-Risk - Wiley Finance
Neil D. Pearson
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 14, 2002 |
| ISBN13 | 9780471405566 |
| Publishers | John Wiley & Sons Inc |
| Pages | 336 |
| Dimensions | 159 × 234 × 26 mm · 571 g |
| Language | English |
