Portfolio Construction And Risk Budgeting

By Author: Bharat Book Bureau
Total Articles: 1477
Comment this article

Bharat Book Bureau, a leading market information distributor has tabled a report Portfolio Construction and Risk Budgeting http://www.bharatbook.com/detail.asp?id=4094
Building on the solid foundation of the first two bestselling editions, this significantly extended third edition updates previous content and incorporates three new chapters. Expanding on the comprehensive treatment of alternative portfolio construction techniques and discussing the area of risk budgeting from an asset management perspective, you are given a critical review of a range of portfolio techniques.
Summary
This revised third edition provides you with:

key concepts and methods to implement quantitatively-driven portfolio construction;
knowledge of satellite investing, estimation error heuristics, scenario optimisation, mean variance investing, Bayesian methods, budgeting active risk, non-normality and multiple manager allocation;
practical applications and accessible problem-solving skills;
quantitative analysis that is supported by extensive examples, tables and charts to help practitioners adopt the ...
... subject matter in their day-to-day work.
The new chapters bring you up-to-date information on portfolio optimisation, with differentiation of alpha and beta testing, covariance estimation, showing estimation error vs. model error and fundamental vs. statistical models.

This book is highly recommended for practitioners including portfolio managers, consultants, strategists, marketers and quantitative analysts. It would also give an edge to final year undergraduates and MBAs looking to expand their knowledge beyond the mean-variance based solutions commonly taught in business schools.

For more information kindly visit : http://www.bharatbook.com/detail.asp?id=4094

We are the leading information aggregator, facilitates and supports the business information needs for market research , corporate / strategic planning by providing the latest information in the form of reports, journals, magazines and databases on varied industries like automotive, oil and gas, shipping, textiles, pharmaceuticals, energy, banking, finance, insurance, risk management, country intelligence, consumer & durable goods, chemical and more. With over 90,000 reports, you can get instant access and insights on the studies in your areas of interest. Contact us at +91 22 27578668 / 27579438 or email info@bharatbook.com or our website www.bharatbook.com