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Descrizione libro Soft Cover. Condizione: new. Codice articolo 9783658072582
Descrizione libro Condizione: New. Codice articolo ABLIING23Mar3113020244233
Descrizione libro Condizione: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Codice articolo ria9783658072582_lsuk
Descrizione libro Condizione: New. Book is in NEW condition. Codice articolo 365807258X-2-1
Descrizione libro Condizione: New. New! This book is in the same immaculate condition as when it was published. Codice articolo 353-365807258X-new
Descrizione libro Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Risk budgeting models set risk diversification as objective in portfolio allocation and are mainly promoted from the asset management industry. Albina Unger examines the portfolios based on different risk measures in several aspects from the academic perspective (Utility, Performance, Risk, Different Market Phases, Robustness, and Factor Exposures) to investigate the use of these models for asset allocation. Beside the risk budgeting models, alternatives of risk-based investment styles are also presented and examined. The results show that equalizing the risk across the assets does not prevent losses, especially in crisis periods and the performance can mainly be explained by exposures to known asset pricing factors. Thus, the advantages of these approaches compared to known minimum risk portfolios are doubtful. 448 pp. Englisch. Codice articolo 9783658072582
Descrizione libro Paperback. Condizione: Brand New. 2015 edition. 448 pages. 8.00x6.00x1.00 inches. In Stock. Codice articolo x-365807258X
Descrizione libro Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Risk budgeting models set risk diversification as objective in portfolio allocation and are mainly promoted from the asset management industry. Albina Unger examines the portfolios based on different risk measures in several aspects from the academic perspective (Utility, Performance, Risk, Different Market Phases, Robustness, and Factor Exposures) to investigate the use of these models for asset allocation. Beside the risk budgeting models, alternatives of risk-based investment styles are also presented and examined. The results show that equalizing the risk across the assets does not prevent losses, especially in crisis periods and the performance can mainly be explained by exposures to known asset pricing factors. Thus, the advantages of these approaches compared to known minimum risk portfolios are doubtful. Codice articolo 9783658072582
Descrizione libro Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Publication in the field of economic sciencesTheoreticalBackground.- AlternativeApproaches in Portfolio Management.- Minimum Risk Portfolios.- Risk Budgeting Portfolios.- Robustness.- FactorModels.Risk budgeting models set risk diversification as. Codice articolo 5123606
Descrizione libro PF. Condizione: New. Codice articolo 6666-IUK-9783658072582