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Aminu Ado:Ado, A: Value-at-Risk (VaR)
- Paperback 2010, ISBN: 9783838381800
Contemporarily, the sophistication of financial markets coupled with possibilities of high volatilities, thinning of margin and shareholder value erosion have necessitated the search for … More...
Contemporarily, the sophistication of financial markets coupled with possibilities of high volatilities, thinning of margin and shareholder value erosion have necessitated the search for a model that could have predictive powers which fund managers would leverage on to help with risk management phenomenon. Value-at-Risk (VaR) has recently become popular as an alternative risk measure especially with the traditional beta (ss) measure of market risk coming under heavy critism due to the heightened concern expressed by financial experts as to whether it actually captures and appropriately price the risk of the market. VaR has been defined as a summary measure that indicates the worst loss that could occur to a portfolio or a single asset over a target horizon with a given level of confidence. The research took a cursory look at the empirical relationship that exists between this rapidly evolving measure of risk and its influence on the everyday asset allocation decisions that fund managers are involved with and to discover how this links with portfolio performance at various allocation mixes. To simplify the approach, only two classes of assets were considered; equity and cash. Buch (fremdspr.) Aminu Ado Taschenbuch, LAP LAMBERT Academic Publishing, 30.07.2010, LAP LAMBERT Academic Publishing, 2010<
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Aminu Ado:Value-At-Risk (Var)
- Paperback ISBN: 9783838381800
Paperback, [PU: LAP Lambert Academic Publishing], Contemporarily, the sophistication of financial markets coupled with possibilities of high volatilities, thinning of margin and sharehold… More...
Paperback, [PU: LAP Lambert Academic Publishing], Contemporarily, the sophistication of financial markets coupled with possibilities of high volatilities, thinning of margin and shareholder value erosion have necessitated the search for a model that could have predictive powers which fund managers would leverage on to help with risk management phenomenon. Value-at-Risk (VaR) has recently become popular as an alternative risk measure especially with the traditional beta (β) measure of market risk coming under heavy critism due to the heightened concern expressed by financial experts as to whether it actually captures and appropriately price the risk of the market. VaR has been defined as a summary measure that indicates the worst loss that could occur to a portfolio or a single asset over a target horizon with a given level of confidence. The research took a cursory look at the empirical relationship that exists between this rapidly evolving measure of risk and its influence on the everyday asset allocation decisions that fund managers are involved with and to discover how this links with portfolio performance at various allocation mixes. To simplify the approach, only two classes of assets were considered; equity and cash., Business & Management<
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(*) Book out-of-stock means that the book is currently not available at any of the associated platforms we search.
Value-at-Risk (VaR)
- new bookISBN: 9783838381800
Contemporarily, the sophistication of financial markets coupled with possibilities of high volatilities, thinning of margin and shareholder value erosion have necessitated the search for … More...
Contemporarily, the sophistication of financial markets coupled with possibilities of high volatilities, thinning of margin and shareholder value erosion have necessitated the search for a model that could have predictive powers which fund managers would leverage on to help with risk management phenomenon. Value-at-Risk (VaR) has recently become popular as an alternative risk measure especially with the traditional beta ( ) measure of market risk coming under heavy critism due to the heightened concern expressed by financial experts as to whether it actually captures and appropriately price the risk of the market. VaR has been defined as a summary measure that indicates the worst loss that could occur to a portfolio or a single asset over a target horizon with a given level of confidence. The research took a cursory look at the empirical relationship that exists between this rapidly evolving measure of risk and its influence on the everyday asset allocation decisions that fund managers are involved with and to discover how this links with portfolio performance at various allocation mixes. To simplify the approach, only two classes of assets were considered, equity and cash. Bücher, Hörbücher & Kalender / Bücher / Sachbuch / Wirtschaft<
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Aminu Ado:Value-at-Risk (VaR)
- Paperback ISBN: 3838381807
Value-at-Risk (VaR) ab 48.99 € als Taschenbuch: Impact on Asset Allocation Decision and Portfolio Performance. Aus dem Bereich: Bücher, Wissenschaft, Wirtschaftswissenschaft, Medien > Büc… More...
Value-at-Risk (VaR) ab 48.99 € als Taschenbuch: Impact on Asset Allocation Decision and Portfolio Performance. Aus dem Bereich: Bücher, Wissenschaft, Wirtschaftswissenschaft, Medien > Bücher, LAP Lambert Acad. Publ.<
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Ado, Aminu:Value-at-Risk (VaR) Impact on Asset Allocation Decision and Portfolio Performance
- new book 2010, ISBN: 3838381807
Kartoniert / Broschiert, mit Schutzumschlag 11, [PU:LAP LAMBERT Academic Publishing]
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