Risk Based Approaches to Asset Allocation is popular PDF and ePub book, written by Maria Debora Braga in 2015-12-10, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Risk Based Approaches to Asset Allocation can be Read Online from any device for your convenience.
Risk Based Approaches to Asset Allocation Book PDF Summary
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.
Detail Book of Risk Based Approaches to Asset Allocation PDF
- Author : Maria Debora Braga
- Release : 10 December 2015
- Publisher : Springer
- ISBN : 9783319243825
- Genre : Business & Economics
- Total Page : 103 pages
- Language : English
- PDF File Size : 15,5 Mb
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