Latest books, reports, papers from risk books

Publications

Portfolio Construction and Risk Budgeting (third edition), by Bernd Scherer.

Price: £75/$147/EUR112

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