Téléchargez le livre : Risk-Based Approaches to Asset Allocation

Risk-Based Approaches to Asset Allocation

Concepts and Practical Applications de

Éditeur :

Springer


Collection :

SpringerBriefs in Finance

Paru le : 2015-12-10

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Description



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.
Pages
99 pages
Collection
SpringerBriefs in Finance
Parution
2015-12-10
Marque
Springer
EAN papier
9783319243801
EAN PDF
9783319243825
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
9
Taille du fichier
2478 Ko
Prix
68,56 €
EAN EPUB
9783319243825
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
9
Taille du fichier
1167 Ko
Prix
68,56 €

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