Risk Budgeting

Risk Budgeting

4.11 - 1251 ratings - Source

Historical simulation represents a markedly different approach to the problem of estimating value-at-risk. ... consider a very simple portfolio consisting of a zero- coupon bond maturing on date T, one year from today, and having a face, or par, anbsp;...

Title:Risk Budgeting
Author: Neil D. Pearson
Publisher:John Wiley & Sons - 2011-08-31

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