Modern Portfolio Management: From Markowitz to Probabilistic Scenario Optimisation (by Paolo Sironi)


Author(s): Paolo Sironi

Publisher: Risk Books
Publish date: 2015-02-16
ISBN-10: 1782722041
ISBN-13: 9781782722045
Language: English
Description: The financial markets have undergone a period of distress that has
strained the trusted relationship between investors and financial
advisors; new regulation has been forged to push for higher levels
of transparency and risk-based communication as part of investment
decision-making. This has ignited the quest for better portfolio
optimisation techniques that can combine the added-value asymmetry
of real products (as they strongly contributed to pre-crisis
budgets) with the life-cycle requirements of investors, supported
by intuitive graphical representation of seemingly complex
mathematical relationships between real portfolios and products as… more…

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