2000. 1st. Hardcover. This is a practical and authoritative introduction to the concept of risk unit allocation as an alternative and more effective decision-making process for long-term investors. Editor(s): Rahl, Leslie. Num Pages: 300 pages, illustrations. BIC Classification: KFFM; KJMD. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 234 x 160 x 26. Weight in Grams: 706. . . . . . Books ship from the US and Ireland. Bookseller Inventory #
Synopsis: This is a practical and authoritative introduction to the concept of risk unit allocation as an alternative and more effective decision-making process for long-term investors. It sets out to help investors make an informed decision about how to implement and execute a "risk unit allocation" investment policy, and analyzes techniques to assess how risk might impact long-term investment returns. The book also introduces methods to allocate assets based on the "risk unit" exposures - in individual asset classes and on a portfolio basis, to meet long-term pension obligations and investment return objectives. There are contributions from leading experts drawn from consultancies; large institutional investors; pension plans; investment banks and academia.
About the Author: Leslie Rahl is president of Capital Market Risk Advisors, Inc, a risk management consultancy firm. Prior to founding her consultancy firm in 1991, Leslie spent 19 years at Citibank, nine of which were as head of Citibank's Derivatives Group in North America. Ms Rahl was named among the "Top 50 Women in Finance" by Euromoney in 1997 and was profiled in both the fifth and 10th anniversary issues of Risk magazine. She has been published numerous times. She was a director of the International Swaps and Derivatives Association (ISDA) for 5 years and is currently a member of the Board of the International Association of Financial Engineers and the Fischer Black Memorial Foundation and a member of the Board of Advisors for the financial engineering programme at the Sloan School. Ms Rahl received her undergraduate degree in computer science from the Massachusetts Institute of Technology and her MBA from the Sloan School of Management.
Title: Risk Budgeting
Publisher: Risk Books
Book Condition: New
Book Description Risk Books, 2000. Hardcover. Book Condition: Good. Item may show signs of shelf wear. Pages may include limited notes and highlighting. Includes supplemental or companion materials if applicable. Access codes may or may not work. Connecting readers since 1972. Customer service is our top priority. Bookseller Inventory # mon0001193525
Book Description Risk Books, 2000. Book Condition: Very Good. 1st. Ships from the UK. Former Library book. Great condition for a used book! Minimal wear. Bookseller Inventory # GRP95946857
Book Description Risk Books 2000-10-01, 2000. Hardcover. Book Condition: good. 1st. 1899332944. Bookseller Inventory # 532858
Book Description Risk Books, 2000. Hardcover. Book Condition: New. Bookseller Inventory # SONG1899332944
Book Description Hardcover. Book Condition: Very Good. Used book in VERY GOOD condition. Tight Spine, Cover shows minor wear. Minor markings and highlights inside the book. Text Only. Fast Shipping. Prompt Customer Service. Satisfaction guaranteed. Bookseller Inventory # 1899332944VGA
Book Description Risk Books, 2000. Book Condition: as new. Looks unread! Expect delivery in 20 days. Bookseller Inventory # 9781899332946-2
Book Description Risk Books, 2000. Hardcover. Book Condition: Very Good. Bookseller Inventory # P021899332944
Book Description Risk Books, 2000. Hardcover. Book Condition: Very Good. Your support helps send textbooks to students abroad as we believe that affordable and accessible education is a right, not a privilege. Bookseller Inventory # mon0000065983
Book Description Risk Books, 2000. Hardcover. Book Condition: Like New. Bookseller Inventory # P011899332944
Book Description Risk Books, 2000. Hardcover. Book Condition: New. Bookseller Inventory # P111899332944