Portfolio management

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<rdf:Description>
<dc:creator>Scherer, Bernd</dc:creator>
<dc:date>2008</dc:date>
<dc:description xml:lang="es">Sumario: 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</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/115656.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:publisher>Risk books</dc:publisher>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Gerencia de riesgos</dc:subject>
<dc:subject xml:lang="es">Valoración de riesgos</dc:subject>
<dc:subject xml:lang="es">Modelos de simulación</dc:subject>
<dc:subject xml:lang="es">Análisis de riesgos</dc:subject>
<dc:type xml:lang="es">Livros</dc:type>
<dc:title xml:lang="es">Portfolio management</dc:title>
<dc:format xml:lang="es">XLI, 250 p. ; 23 cm.</dc:format>
</rdf:Description>
</rdf:RDF>