Risk budgeting : portfolio problem solving with value-at-risk / Neil D. Pearson

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Material type: Text

TextSeries: Wiley finance seriesPublication details: New York, N.Y. : Wiley, c2002Description: 321 p. : illISBN:

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Holdings
Item type	Home library	Collection	Shelving location	Call number	Status	Barcode
Books	BU Library and Learning Space	Books	Closed Shelves (Contact Library Staff)	HG4529.5 P427R (Browse shelf(Opens below))	Available	200205070004

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Previous	HG4529.5 M623 2003 Modern portfolio theory and investment analysis /	HG4529.5 M623 2007 Modern portfolio theory and investment analysis /	HG4529.5 O237D Dynamic portfolio theory and management : using active asset allocation to improve profits and reduce risk /	HG4529.5 P427R Risk budgeting : portfolio problem solving with value-at-risk /	HG4529.5 P673T Taxation and household portfolio composition : U.S. evidence from the 1980's and 1990's	HG4529.5 R323A Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures /	HG4529.5 S776P 2003 Portfolio construction, management, and protection /	Next

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