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, December 9–15 2017Receive this by email