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Risk Budgeting: A New Approach to Investing

Risk Budgeting: A New Approach to Investing

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A practical and authoritative introduction to the concept of risk unit allocation as an alternative and more effective decision-making process for long-term investors.
  • Make an informed decision about how to implement and execute a "risk unit allocation" investment policy.
  • Analysis of techniques to assess how risk might impact long-term investment returns.
  • Introduces methods to allocate assets based on the "risk unit" exposures - in individual asset classes and on a portfolio basis, to meetlong-term pension obligations and investment return objectives.
  • Investigates ways to use VAR to accommodate a long-term investment horizon.
  • Contributions from leading experts drawn from consultancies; large institutional investors; pension plans; investment banks and academia.