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Contemporarily, the sophistication of financial markets coupled with possibilities of high volatilities, thinning of margin and shareholder value erosion have necessitated the search for a model that could have predictive powers which fund managers would leverage on to help with risk management phenomenon. Value-at-Risk (VaR) has recently become popular as an alternative risk measure especially with the traditional beta (?) measure of market risk coming under heavy critism due to the heightened concern expressed by financial experts as to whether it actually captures and appropriately price the risk of the market. VaR has been defined as a summary measure that indicates the worst loss that could occur to a portfolio or a single asset over a target horizon with a given level of confidence. The research took a cursory look at the empirical relationship that exists between this rapidly evolving measure of risk and its influence on the everyday asset allocation decisions that fund managers are involved with and to discover how this links with portfolio performance at various allocation mixes. To simplify the approach, only two classes of assets were considered; equity and cash.
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B.Sc. (2.1), MBA, M.Sc: Studied Financial Management at the Robert Gordon University (RGU), Aberdeen, UK. Started his career in banking with FSB Int'l Bank Plc (Nig.), later worked with Accenture UK before moving to Baker Hughes UK as an Accountant. Currently with Tita-Kuru Petrochemicals Ltd as Manager, Accounts and Admin. He is married with a kid.
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Value-at-Risk (VaR)
Editore:
LAP LAMBERT Academic Publishing, 2010
ISBN 10: 3838381807
ISBN 13: 9783838381800
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Da: moluna, Greven, Germania
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Ado AminuB.Sc. (2.1), MBA, M.Sc: Studied Financial Management at the Robert Gordon University (RGU), Aberdeen, UK. Started his career in banking with FSB Int l Bank Plc (Nig.), later worked with Accenture UK before moving to Baker H. Codice articolo 5418447
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Value-at-Risk (VaR)
Editore:
LAP LAMBERT Academic Publishing Jul 2010, 2010
ISBN 10: 3838381807
ISBN 13: 9783838381800
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Contemporarily, the sophistication of financial markets coupled with possibilities of high volatilities, thinning of margin and shareholder value erosion have necessitated the search for a model that could have predictive powers which fund managers would leverage on to help with risk management phenomenon. Value-at-Risk (VaR) has recently become popular as an alternative risk measure especially with the traditional beta ( ) measure of market risk coming under heavy critism due to the heightened concern expressed by financial experts as to whether it actually captures and appropriately price the risk of the market. VaR has been defined as a summary measure that indicates the worst loss that could occur to a portfolio or a single asset over a target horizon with a given level of confidence. The research took a cursory look at the empirical relationship that exists between this rapidly evolving measure of risk and its influence on the everyday asset allocation decisions that fund managers are involved with and to discover how this links with portfolio performance at various allocation mixes. To simplify the approach, only two classes of assets were considered; equity and cash. 88 pp. Englisch. Codice articolo 9783838381800
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Value-at-Risk (VaR) : Impact on Asset Allocation Decision and Portfolio Performance
Editore:
LAP LAMBERT Academic Publishing, 2010
ISBN 10: 3838381807
ISBN 13: 9783838381800
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Da: AHA-BUCH GmbH, Einbeck, Germania
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Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Contemporarily, the sophistication of financial markets coupled with possibilities of high volatilities, thinning of margin and shareholder value erosion have necessitated the search for a model that could have predictive powers which fund managers would leverage on to help with risk management phenomenon. Value-at-Risk (VaR) has recently become popular as an alternative risk measure especially with the traditional beta ( ) measure of market risk coming under heavy critism due to the heightened concern expressed by financial experts as to whether it actually captures and appropriately price the risk of the market. VaR has been defined as a summary measure that indicates the worst loss that could occur to a portfolio or a single asset over a target horizon with a given level of confidence. The research took a cursory look at the empirical relationship that exists between this rapidly evolving measure of risk and its influence on the everyday asset allocation decisions that fund managers are involved with and to discover how this links with portfolio performance at various allocation mixes. To simplify the approach, only two classes of assets were considered; equity and cash. Codice articolo 9783838381800
Quantità: 1 disponibili
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Value-at-Risk (VaR)
Editore:
LAP LAMBERT Academic Publishing Jul 2010, 2010
ISBN 10: 3838381807
ISBN 13: 9783838381800
Nuovo
Taschenbuch
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
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Taschenbuch. Condizione: Neu. Neuware -Contemporarily, the sophistication of financial markets coupled with possibilities of high volatilities, thinning of margin and shareholder value erosion have necessitated the search for a model that could have predictive powers which fund managers would leverage on to help with risk management phenomenon. Value-at-Risk (VaR) has recently become popular as an alternative risk measure especially with the traditional beta (¿) measure of market risk coming under heavy critism due to the heightened concern expressed by financial experts as to whether it actually captures and appropriately price the risk of the market. VaR has been defined as a summary measure that indicates the worst loss that could occur to a portfolio or a single asset over a target horizon with a given level of confidence. The research took a cursory look at the empirical relationship that exists between this rapidly evolving measure of risk and its influence on the everyday asset allocation decisions that fund managers are involved with and to discover how this links with portfolio performance at various allocation mixes. To simplify the approach, only two classes of assets were considered; equity and cash.Books on Demand GmbH, Überseering 33, 22297 Hamburg 88 pp. Englisch. Codice articolo 9783838381800
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Value-at-Risk (VaR): Impact on Asset Allocation Decision and Portfolio Performance
Editore:
LAP LAMBERT Academic Publishing, 2010
ISBN 10: 3838381807
ISBN 13: 9783838381800
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Da: Mispah books, Redhill, SURRE, Regno Unito
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Paperback. Condizione: Like New. Like New. book. Codice articolo ERICA79038383818076
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