Institutionelle Anleger, Fonds-und Portfoliomanager müssen Risiken eingehen, wenn sie
Spitzengewinne erzielen wollen. Die Frage ist nur wieviel Risiko." Risk Budgeting: Portfolio …

A framework is described for the optimal allocation of active risk among broad asset classes
or external asset managers. Unlike most risk allocation models used by practitioners, this …

风险预算与资产配置在投资组合管理中的应用-[维普官方网站]-www.cqvip.com-维普网  我的
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While it is not intended primarily for a student audience, the level of the book is that of good
MBA students. That is, it presumes numeracy (including a bit of calculus), some knowledge …

A framework is described for the optimal allocation of active risk among broad asset classes
or external asset managers. Unlike most risk allocation models used by practitioners, this …

Let's talk about tools: hammers and screwdrivers, for instance. Both the hammer and the
screwdriver are useful and powerful tools. Each is indispensable in its own way for the …

金融系统的混沌现象以及金融机构投资者的趋利性为金融市场的风险管理提出了更高的要求.
风险预算在这样的情况下应运而生, 它弥补了战略资产配置的不足, 为了追求更高的投资收益 …