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Titlebook: Risk-Based Approaches to Asset Allocation; Concepts and Practic Maria Debora Braga Book 2016 The Author(s) 2016 Asset Allocation.Minimum-va

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發(fā)表于 2025-3-21 17:29:45 | 只看該作者 |倒序?yàn)g覽 |閱讀模式
書目名稱Risk-Based Approaches to Asset Allocation
副標(biāo)題Concepts and Practic
編輯Maria Debora Braga
視頻videohttp://file.papertrans.cn/831/830778/830778.mp4
概述Includes supplementary material:
叢書名稱SpringerBriefs in Finance
圖書封面Titlebook: Risk-Based Approaches to Asset Allocation; Concepts and Practic Maria Debora Braga Book 2016 The Author(s) 2016 Asset Allocation.Minimum-va
描述.This book focuses on the concepts and applications of risk-based asset allocation. Markowitz’s traditional approach to asset allocation suffers from serious drawbacks when implemented. These mainly arise from the estimation risk associated with the necessary input the most critical being expected returns. With the financial crisis, there has been an increasing interest in asset allocation approaches that don’t need expected returns as input, known as risk-based approaches. The book provides an analysis of the different solutions that fit this description: the equal-weighting approach, the global minimum-variance approach, the most diversified portfolio approach and the risk parity approach. In addition to a theoretical discussion of these, it presents practical applications in different investment environments. Three different evaluation dimensions are considered to put these approaches to the test: financial efficiency, diversification and portfolio stability..
出版日期Book 2016
關(guān)鍵詞Asset Allocation; Minimum-variance Portfolio; Risk Contribution; Risk Parity; Weighted Portfolio
版次1
doihttps://doi.org/10.1007/978-3-319-24382-5
isbn_softcover978-3-319-24380-1
isbn_ebook978-3-319-24382-5Series ISSN 2193-1720 Series E-ISSN 2193-1739
issn_series 2193-1720
copyrightThe Author(s) 2016
The information of publication is updating

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發(fā)表于 2025-3-21 22:29:53 | 只看該作者
Maria Debora Bragatables and diagrams, as well as to include recent drugs and formulations. Recent references have been inserted too. The handbook features extra material on illicit drug use, with a new chapter tackling the subject that covers cocaine, amphetamines and cannabis, among others. The section on the centr
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Maria Debora Bragatables and diagrams, as well as to include recent drugs and formulations. Recent references have been inserted too. The handbook features extra material on illicit drug use, with a new chapter tackling the subject that covers cocaine, amphetamines and cannabis, among others. The section on the centr
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Maria Debora Bragarams, as well as to include recent drugs and formulations. Recent references have been inserted too. The handbook features extra material on illicit drug use, with a new chapter tackling the subject that covers cocaine, amphetamines and cannabis, among others. The section on the centr978-1-4939-5823-8978-1-61779-222-9
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