Risk decomposition (and risk budgeting) (Record no. 80049)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01788ngm a2200325 a 4500 |
| 001 - CONTROL NUMBER | |
| control field | HST1151_1_2 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | UkLoHST |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
| fixed length control field | m c |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr|cna|||a|||| |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | vz|czazum |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 080121s2007 enk|||||||||||s|||v|eng d |
| 028 50 - PUBLISHER NUMBER | |
| Publisher number | 1151 |
| Source | Henry Stewart Talks |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (UkLoHST)8 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (UkLU-K)000868740 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | UkLU-K |
| Language of cataloging | eng |
| Transcribing agency | UkLU-K |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | MacQueen, Jason, |
| Affiliation | (Chairman, Alpha Strategies LLC, UK) |
| Relator code | spk |
| 245 10 - TITLE STATEMENT | |
| Title | Risk decomposition (and risk budgeting) |
| Medium | [electronic resource] / |
| Statement of responsibility, etc. | Jason MacQueen. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | London : |
| Name of publisher, distributor, etc. | Henry Stewart Talks, |
| Date of publication, distribution, etc. | 2007. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (1 streaming video file (35 min.) : |
| Other physical details | color, sound). |
| 490 1# - SERIES STATEMENT | |
| Series statement | Quantitative financial risk management : fundamentals, models and techniques, |
| International Standard Serial Number | 2056-4570 |
| 500 ## - GENERAL NOTE | |
| General note | Animated audio-visual presentations with synchronized narration. |
| 500 ## - GENERAL NOTE | |
| General note | Title from title frames. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Contents: Risk Decomposition. The standard method of decomposing portfolio risk into contributions from individual assets is used for 'risk budgeting' by pension funds. Unfortunately, while this analysis gives a unique answer for absolute risk, it gives three very different answers for tracking error, or risk relative to some benchmark (such as the pension fund's liabilities). This talk describes what is happening, and shows that the analysis used by most practitioners does not give the most useful answer. |
| 506 ## - RESTRICTIONS ON ACCESS NOTE | |
| Terms governing access | Access restricted to subscribers. |
| 538 ## - SYSTEM DETAILS NOTE | |
| System details note | Mode of access: World Wide Web. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Financial risk management. |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Henry Stewart talks. |
| Name of part/section of a work | Business & management collection. |
| -- | Quantitative financial risk management. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://hstalks.com/bm/8/">https://hstalks.com/bm/8/</a> |
| 856 42 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://hstalks.com/bm/p/5/">https://hstalks.com/bm/p/5/</a> |
| Materials specified | Series |
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