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
- People moves: SocGen adds in prime services, Deutsche fills new rates hole, HSBC makes model move, and more
- Credit risk quants are hitting the tech gap
- Princeton tops inaugural Risk.net quant master’s ranking
- Does credit risk need an expected shortfall-style revamp?
- Teach history to avoid mistakes of yesterday’s quants