000			01788ngm a2200325 a 4500
001			HST1151_1_2
003			UkLoHST
006			m c
007			cr|cna|||a||||
007			vz|czazum
008			080121s2007 enk|||||||||||s|||v|eng d
028	5	0	_a1151 _bHenry Stewart Talks
035			_a(UkLoHST)8
035			_a(UkLU-K)000868740
040			_aUkLU-K _beng _cUkLU-K
100	1		_aMacQueen, Jason, _u(Chairman, Alpha Strategies LLC, UK) _4spk
245	1	0	_aRisk decomposition (and risk budgeting) _h[electronic resource] / _cJason MacQueen.
260			_aLondon : _bHenry Stewart Talks, _c2007.
300			_a1 online resource (1 streaming video file (35 min.) : _bcolor, sound).
490	1		_aQuantitative financial risk management : fundamentals, models and techniques, _x2056-4570
500			_aAnimated audio-visual presentations with synchronized narration.
500			_aTitle from title frames.
505	0		_aContents: 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			_aAccess restricted to subscribers.
538			_aMode of access: World Wide Web.
650		0	_aFinancial risk management.
830		0	_aHenry Stewart talks. _pBusiness & management collection. _pQuantitative financial risk management.
856	4	0	_uhttps://hstalks.com/bm/8/
856	4	2	_uhttps://hstalks.com/bm/p/5/ _3Series
999			_c80049 _d80049