Risk budgeting: portfolio problem solving with Value-at-risk/

Main Author: Pearson, Neil D.
Format: Book
Language:English
Published: New York: J. Wiley, 2002
Series:Wiley finance editions
Subjects:
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020 |a 0471405566  |q hbk. 
040 |a CY  |b University of Cyprus  |e AACR-2 
050 |a HG4529.5.P4 2002 
100 1 |a Pearson, Neil D. 
245 1 0 |a Risk budgeting:   |b portfolio problem solving with Value-at-risk/  |c Neil D. Pearson 
260 |a New York:  |b J. Wiley,  |c 2002 
300 |a x, 321 p. :  |b ill. ;  |c 24 cm. 
490 0 |a Wiley finance editions 
504 |a Includes bibliographical references (p. 303-313) and index. 
650 0 |a Portfolio management 
650 0 |a Risk management 
650 0 |a Financial futures 
650 0 |a Investment analysis 
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