Portfolio management

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<title>Portfolio management</title>
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<dateIssued encoding="marc">2008</dateIssued>
<issuance>monographic</issuance>
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<publisher>Risk books</publisher>
<dateIssued>cop. 2008</dateIssued>
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<extent>XLI, 250 p. 23 cm.</extent>
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<abstract displayLabel="Summary">Beyond black-litterman: views on non-normal markets -- Beyond black-litterman in practice -- The two-factor black-litterman model -- Assessing views -- Preparing the best risk budget -- Core satellite investing: harmony through separation -- Broadening horizans -- Hedging of corporate pension liabilities -- Portfolio skew and kurtosis -- VaR for fund managers -- Style-based value-at-risk for UK equities -- Risk contributions from generic user-defined factors -- Understanding variations in the risk of multi-strategy portfolios -- Low default portfolos without simulation -- Sharpe thinking -- Generalising universal performance measures -- Omega portfolio construction with Johnson distributions</abstract>
<note type="statement of responsibility">Bernd Scherer</note>
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<topic>Gerencia de riesgos</topic>
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<topic>Valoración de riesgos</topic>
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<topic>Modelos de simulación</topic>
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<topic>Análisis de riesgos</topic>
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<identifier type="isbn">978-0-906348-14-4</identifier>
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