Contemporarily, the sophistication of financial markets coupled with possibilities of high volatilities, thinning of margin and shareholder value erosion have necessitated the search for … Plus…
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 (ss) 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. Buch (fremdspr.) Aminu Ado Taschenbuch, LAP LAMBERT Academic Publishing, 30.07.2010, LAP LAMBERT Academic Publishing, 2010<
Orellfuessli.ch
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Paperback, [PU: LAP Lambert Academic Publishing], Contemporarily, the sophistication of financial markets coupled with possibilities of high volatilities, thinning of margin and sharehold… Plus…
Paperback, [PU: LAP Lambert Academic Publishing], 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 (β) 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., Business & Management<
Contemporarily, the sophistication of financial markets coupled with possibilities of high volatilities, thinning of margin and shareholder value erosion have necessitated the search for … Plus…
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. Bücher, Hörbücher & Kalender / Bücher / Sachbuch / Wirtschaft<
Dodax.de
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Value-at-Risk (VaR) ab 48.99 € als Taschenbuch: Impact on Asset Allocation Decision and Portfolio Performance. Aus dem Bereich: Bücher, Wissenschaft, Wirtschaftswissenschaft, Medien > Büc… Plus…
Value-at-Risk (VaR) ab 48.99 € als Taschenbuch: Impact on Asset Allocation Decision and Portfolio Performance. Aus dem Bereich: Bücher, Wissenschaft, Wirtschaftswissenschaft, Medien > Bücher, LAP Lambert Acad. Publ.<
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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 … Plus…
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 (ss) 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. Buch (fremdspr.) Aminu Ado Taschenbuch, LAP LAMBERT Academic Publishing, 30.07.2010, LAP LAMBERT Academic Publishing, 2010<
Nr. 23403810. Frais d'envoiLieferzeiten außerhalb der Schweiz 3 bis 21 Werktage, , Versandfertig innert 3 - 5 Werktagen, zzgl. Versandkosten. (EUR 16.45)
Paperback, [PU: LAP Lambert Academic Publishing], Contemporarily, the sophistication of financial markets coupled with possibilities of high volatilities, thinning of margin and sharehold… Plus…
Paperback, [PU: LAP Lambert Academic Publishing], 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 (β) 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., Business & Management<
Contemporarily, the sophistication of financial markets coupled with possibilities of high volatilities, thinning of margin and shareholder value erosion have necessitated the search for … Plus…
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. Bücher, Hörbücher & Kalender / Bücher / Sachbuch / Wirtschaft<
Nr. U4E8LK053CV. Frais d'envoi, Lieferzeit: 5 Tage, DE. (EUR 0.00)
Value-at-Risk (VaR) ab 48.99 € als Taschenbuch: Impact on Asset Allocation Decision and Portfolio Performance. Aus dem Bereich: Bücher, Wissenschaft, Wirtschaftswissenschaft, Medien > Büc… Plus…
Value-at-Risk (VaR) ab 48.99 € als Taschenbuch: Impact on Asset Allocation Decision and Portfolio Performance. Aus dem Bereich: Bücher, Wissenschaft, Wirtschaftswissenschaft, Medien > Bücher, LAP Lambert Acad. Publ.<
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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 (ß) 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.
Informations détaillées sur le livre - Value-at-Risk (VaR)
EAN (ISBN-13): 9783838381800 ISBN (ISBN-10): 3838381807 Version reliée Livre de poche Date de parution: 2010 Editeur: LAP Lambert Acad. Publ. 88 Pages Poids: 0,147 kg Langue: eng/Englisch
Livre dans la base de données depuis 2009-02-05T19:26:01+01:00 (Zurich) Page de détail modifiée en dernier sur 2023-12-13T20:01:35+01:00 (Zurich) ISBN/EAN: 9783838381800
ISBN - Autres types d'écriture: 3-8383-8180-7, 978-3-8383-8180-0 Autres types d'écriture et termes associés: Titre du livre: the value risk