Return targets and shortfall risks : studies in strategic asset allocation

Author(s)

• Leibowitz, Martin L.
• Bader, Lawrence N.
• Kogelman, Stanley

Bibliographic Information

Return targets and shortfall risks : studies in strategic asset allocation

Martin L. Leibowitz, Lawrence N. Bader, Stanley Kogelman

Irwin Professional Pub., c1996

Note

Includes bibliographical references and index

Description and Table of Contents

Description

Written in the context of changing financial market conditions, this text explains how investors can maintain a consistent risk/reward posture as interest rates and other fundamental market conditions change. Topics range from hedging to yield curve positioning.

by "Nielsen BookData"

Details

• NCID: BA31047126
• ISBN:
  • 1557389160
• LCCN: 95033464
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Chicago
• Pages/Volumes: xxi, 502 p.
• Size: 24 cm
• Classification:
  • LCC : HG4529.5
  • DC20 : 332.6
• Subject Headings:
  • LCSH : Portfolio management
  • LCSH : Asset allocation