Portfolio Construction and Risk Budgeting
Edition: 2nd edition
Publisher: Risk Books
Published: September 2004
Format: Hardcover
Number of pages: 250
ISBN-13: 9781904339304
Subjects: Stocks & shares
First sentence: We start with the solution to the portfolio construction problem in a world without stochastic liabilities, ie, where liabilities come in the form of a fixed-hurdle rate (like cash).
Notes: Second Edition