| Vorliegende Sprache |
eng |
| Hinweise auf parallele Ausgaben |
495116505 Erscheint auch als (Druck-Ausgabe): ‡Braga, Maria Debora: Risk-based approaches to asset allocation |
| ISBN |
978-3-319-24380-1 |
| Name |
Braga, Maria Debora ¬[VerfasserIn]¬ |
| T I T E L |
Risk-Based Approaches to Asset Allocation |
| Zusatz zum Titel |
Concepts and Practical Applications |
| Verlagsort |
Cham |
| Verlag |
Springer International Publishing |
| Erscheinungsjahr |
[2016] |
| 2016 |
| Umfang |
Online-Ressource (VIII, 99 p. 20 illus., 2 illus. in color, online resource) |
| Reihe |
SpringerBriefs in Finance |
| Notiz / Fußnoten |
Includes bibliographical references at the end of each chapters |
| Weiterer Inhalt |
IntroductionThe Traditional Approach to Asset Allocation.- Risk-Based Approaches to Asset Allocation: The Case for Risk Parity -- The Different Risk-Based Approaches to Asset Allocation -- Application of the Risk-Based Approaches to Asset Allocation -- Appendix. . |
| Titelhinweis |
Druckausg.ISBN: 978-3-319-24380-1 |
| Erscheint auch als (Druck-Ausgabe): ‡Braga, Maria Debora: Risk-based approaches to asset allocation |
| ISBN |
ISBN 978-3-319-24382-5 |
| Klassifikation |
*91-02 |
| 91G10 |
| 91G40 |
| KFF |
| BUS027000 |
| 332.6 |
| 332 |
| HG1-HG9999 |
| QK 810 |
| Kurzbeschreibung |
Introduction -- The Traditional Approach to Asset Allocation.- Risk-Based Approaches to Asset Allocation: The Case for Risk Parity -- The Different Risk-Based Approaches to Asset Allocation -- Application of the Risk-Based Approaches to Asset Allocation -- Appendix. . |
| 2. Kurzbeschreibung |
This book focuses on the concepts and applications of risk-based asset allocation. Markowitz’s traditional approach to asset allocation suffers from serious drawbacks when implemented. These mainly arise from the estimation risk associated with the necessary input the most critical being expected returns. With the financial crisis, there has been an increasing interest in asset allocation approaches that don’t need expected returns as input, known as risk-based approaches. The book provides an analysis of the different solutions that fit this description: the equal-weighting approach, the global minimum-variance approach, the most diversified portfolio approach and the risk parity approach. In addition to a theoretical discussion of these, it presents practical applications in different investment environments. Three different evaluation dimensions are considered to put these approaches to the test: financial efficiency, diversification and portfolio stability. |
| SWB-Titel-Idn |
455184968 |
| Signatur |
Springer E-Book |
| Bemerkungen |
Elektronischer Volltext - Campuslizenz |
| Elektronische Adresse |
$uhttp://dx.doi.org/10.1007/978-3-319-24382-5 |
| Internetseite / Link |
Volltext |
| Siehe auch |
Volltext |
| Siehe auch |
Cover |
| Siehe auch |
Inhaltstext |
