Portfolio Construction and Risk Budgeting (third edition), by Bernd Scherer.
Now in its third edition, this bestselling title expands on the comprehensive treatment of alternative portfolio construction techniques and discusses the area of risk budgeting from an asset-management perspective. You are also given a critical review of a range of portfolio techniques.
Performance Measurement in Financial Institutions in an ERM framework; A Practitioner Guide, by Ashish Dev and Van
The week on Risk.net, October 6-12, 2017Receive this by email
- Quantile, TriOptima face off in cleared swaps compression battle
- ABS set for revival under US Treasury’s liquidity buffer plans
- Leaked EU doc could shield legacy swaps from clearing grab
- SGX, HKEX expect to be among first wave of Mifid II equivalence
- Industry hails potential US relaxation of margin timing rules