Isbn: 9780471405566 - risk budgeting: portfolio problem solving with value-at-risk: 74 (wiley finance) (28 resultados)

Condición: Very Good. 1st Edition. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Condición: good. Book is in good condition and may include underlining highlighting and minimal wear. The book can also include "From the library of" labels. May not contain miscellaneous items toys, dvds, etc. . We offer 100% money back guarantee and 24 7 customer service.

Condición: good. Fast Free Shipping â" Good condition. It may show normal signs of use, such as light writing, highlighting, or library markings, but all pages are intact and the book is fully readable. A solid, complete copy that's ready to enjoy.

Hardcover. Condición: Very Good. No Jacket. Former library book; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less.

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Condición: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In poor condition, suitable as a reading copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,650grams, ISBN:0471405566.…

Condición: As New. Unread book in perfect condition.

Condición: New.

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hardcover. Condición: New. In shrink wrap. Looks like an interesting title.

Condición: new.

Hardback. Condición: New. 1st. Covers the hottest topic in investment for multitrillion pension market and institutional investors Institutional investors and fund managers understand they must take risks to generate superior investment returns, but the question is how much. Enter the concept of risk budgeting, using quantitative risks measurements, including VaR, to solve the problem. VaR, or value at risk, is a concept first introduced by bank dealers to establish parameters for their market short-term risk exposure. This book introduces VaR, extreme VaR, and stress-testing risk measurement techniques to major institutional investors, and shows them how they can implement formal risk budgeting to more efficiently manage their investment portfolios. Risk Budgeting is the most sophisticated and advanced read on the subject out there in the market.…

HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.

Condición: As New. Unread book in perfect condition.

Condición: New.

Condición: New.

Hardcover. Condición: New.

Condición: New. In English.

Condición: New. VaR, or value at risk, is a concept introduced by bank dealers to establish parameters for their market short-term risk exposure. This text introduces VaR, extreme VaR, and stress-testing risk measurement techniques to major institutional investors. Series: Wiley Finance. Num Pages: 336 pages, Ill. BIC Classification: KFFM; KJMD. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 234 x 159 x 25. Weight in Grams: 574. . 2002. 1st Edition. Hardcover. . . . . …

Hardcover. Condición: Brand New. 1st edition. 321 pages. 9.50x6.50x1.25 inches. In Stock.

Condición: New. VaR, or value at risk, is a concept introduced by bank dealers to establish parameters for their market short-term risk exposure. This text introduces VaR, extreme VaR, and stress-testing risk measurement techniques to major institutional investors. Series: Wiley Finance. Num Pages: 336 pages, Ill. BIC Classification: KFFM; KJMD. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 234 x 159 x 25. Weight in Grams: 574. . 2002. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland. …

Condición: New. pp. x + 321 Index.

Gebunden. Condición: New. NEIL D. PEARSON, PhD, is an Associate Professor of Finance at the University of Illinois at Urbana-Champaign. His research includes work on the development, estimation, and evaluation of models for pricing and hedging various derivatives and other financial.

Hardback. Condición: New. 1st. Covers the hottest topic in investment for multitrillion pension market and institutional investors Institutional investors and fund managers understand they must take risks to generate superior investment returns, but the question is how much. Enter the concept of risk budgeting, using quantitative risks measurements, including VaR, to solve the problem. VaR, or value at risk, is a concept first introduced by bank dealers to establish parameters for their market short-term risk exposure. This book introduces VaR, extreme VaR, and stress-testing risk measurement techniques to major institutional investors, and shows them how they can implement formal risk budgeting to more efficiently manage their investment portfolios. Risk Budgeting is the most sophisticated and advanced read on the subject out there in the market.…

Condición: New. pp. x + 321 Illus. This item is printed on demand.

Hardcover. Condición: Brand New. 1st edition. 321 pages. 9.50x6.50x1.25 inches. In Stock. This item is printed on demand.

Hardcover. Condición: new. Hardcover. Covers the hottest topic in investment for multitrillion pension market and institutional investors Institutional investors and fund managers understand they must take risks to generate superior investment returns, but the question is how much. Enter the concept of risk budgeting, using quantitative risks measurements, including VaR, to solve the problem. VaR, or value at risk, is a concept first introduced by bank dealers to establish parameters for their market short-term risk exposure. This book introduces VaR, extreme VaR, and stress-testing risk measurement techniques to major institutional investors, and shows them how they can implement formal risk budgeting to more efficiently manage their investment portfolios. Risk Budgeting is the most sophisticated and advanced read on the subject out there in the market. The first VaR book geared to a new audience Now pension fund managers, foundations, and institutional fund managers are embracing VaR and the notions of risk budgeting. Institutional investors and fund managers understand they must take risks to generate superior investment returns, but the question is how much. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Condición: New. PRINT ON DEMAND pp. x + 321.