Contemporarily, the sophistication of financial markets coupled with possibilities of high volatilities, thinning of margin and shareholder value erosion have necessitated the search for … Más…
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<
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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… Más…
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<
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(*) Libro agotado significa que este título no está disponible por el momento en alguna de las plataformas asociadas que buscamos.
Contemporarily, the sophistication of financial markets coupled with possibilities of high volatilities, thinning of margin and shareholder value erosion have necessitated the search for … Más…
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<
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(*) Libro agotado significa que este título no está disponible por el momento en alguna de las plataformas asociadas que buscamos.
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… Más…
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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(*) Libro agotado significa que este título no está disponible por el momento en alguna de las plataformas asociadas que buscamos.
Contemporarily, the sophistication of financial markets coupled with possibilities of high volatilities, thinning of margin and shareholder value erosion have necessitated the search for … Más…
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. Gastos de envío:Lieferzeiten 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… Más…
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 … Más…
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. Gastos de envío:, 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… Más…
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.<
1Dado que algunas plataformas no nos comunican las condiciones de envío y éstas pueden depender del país de entrega, del precio de compra, del peso y tamaño del artículo, de una posible membresía a la plataforma, de una entrega directa por parte de la plataforma o a través de un tercero (Marketplace), etc., es posible que los gastos de envío indicados por eurolibro/terralibro no concuerden con los de la plataforma ofertante.
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.
Detalles del libro - Value-at-Risk (VaR)
EAN (ISBN-13): 9783838381800 ISBN (ISBN-10): 3838381807 Tapa dura Tapa blanda Año de publicación: 2010 Editorial: LAP Lambert Acad. Publ. 88 Páginas Peso: 0,147 kg Idioma: eng/Englisch
Libro en la base de datos desde 2009-02-05T12:26:01-06:00 (Mexico City) Página de detalles modificada por última vez el 2023-12-13T13:01:35-06:00 (Mexico City) ISBN/EAN: 9783838381800
ISBN - escritura alterna: 3-8383-8180-7, 978-3-8383-8180-0 Mode alterno de escritura y términos de búsqueda relacionados: Título del libro: the value risk
