Cover Image

Risk budgeting : portfolio problem solving with value-at-risk /

Bibliographic Details
Main Author: Pearson, Neil D.
Format: Book
Language:English
Published: New York : John Wiley, [2002]
Series:Wiley finance series.
Subjects:
Portfolio management.
Risk management.
Financial futures.
Investment analysis.
Description
Physical Description:x, 321 pages : illustrations ; 24 cm.
Bibliography:Includes bibliographical references (pages 303-313) and index.
ISBN:0471405566 (cloth : alk. paper)