Risk Budgeting: Portfolio Problem Solving with VaR
Author: Neil D. Pearson
List Price: $79.95
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ISBN: 0471405566
Publisher: John Wiley & Sons (18 January, 2002)
Sales Rank: 128,568
Average Customer Rating: 2 out of 5
Customer Reviews
Rating: 2 out of 5
Title and subject don't match.
This is a book on VaR masquerading as a book on Risk Budgeting. I would guess that the publisher changed the name of the book.There are about fourty pages of three hundred that actually deal with risk budgeting: the first 153 pages are an outline of VaR. Its a fair introduction to VaR, but the title is misleading.
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