The Spaulding Group
Call Now: 732-873-5700
Menu
  • GIPS
    • What Our Clients Say
    • GIPS 101
    • What is GIPS Verification?
    • GIPS Support/Pre-Verification
    • GIPS Verification Services
    • Non-GIPS Verification
    • GIPS For Asset Owners
    • Can OCIOs Be GIPS Compliant
  • Services
    • Consulting
      • Technology Consulting
      • Operations Review
    • Training
      • Fundamentals of Investment Performance Measurement
      • Performance Measurement Attribution
      • GIPS Workshop
      • In-House/Custom Training
      • Portfolio Risk Class
      • Performance Measurement for the Non-Performance Professional
      • PERFORMANCE MEASUREMENT FOR ASSET OWNERS AND CONSULTANTS
    • Software Certification
    • Vendor Support
      • Marketing Support
      • System Consulting
    • Publishing
    • Research
  • Products
    • The Journal
      • Media Kit
      • Article Submissions
      • Past Articles of The Journal of Performance Measurement
      • Dietz Award Winners
  • Conferences and Forums
    • Conferences
      • Virtual PMAR Web-Conference
      • PMAR North America
      • PMAR Europe
      • PMAR West
      • Performance Jeopardy Champions
      • Web Conferences
    • Performance Measurement Forum
    • Asset Owner Roundtable
  • Investment Performance Guy Blog
    • CIPM Tips & Tricks
    • Resource Center
  • About Us
    • TSG In The News
    • The Company
    • Awards and Recognition
    • Our Story
    • Careers
  • Contact
  • GIPS
    • What Our Clients Say
    • GIPS 101
    • What is GIPS Verification?
    • GIPS Support/Pre-Verification
    • GIPS Verification Services
    • Non-GIPS Verification
    • GIPS For Asset Owners
    • Can OCIOs Be GIPS Compliant
  • Services
    • Consulting
      • Technology Consulting
      • Operations Review
    • Training
      • Fundamentals of Investment Performance Measurement
      • Performance Measurement Attribution
      • GIPS Workshop
      • In-House/Custom Training
      • Portfolio Risk Class
      • Performance Measurement for the Non-Performance Professional
      • PERFORMANCE MEASUREMENT FOR ASSET OWNERS AND CONSULTANTS
    • Software Certification
    • Vendor Support
      • Marketing Support
      • System Consulting
    • Publishing
    • Research
  • Products
    • The Journal
      • Media Kit
      • Article Submissions
      • Past Articles of The Journal of Performance Measurement
      • Dietz Award Winners
  • Conferences and Forums
    • Conferences
      • Virtual PMAR Web-Conference
      • PMAR North America
      • PMAR Europe
      • PMAR West
      • Performance Jeopardy Champions
      • Web Conferences
    • Performance Measurement Forum
    • Asset Owner Roundtable
  • Investment Performance Guy Blog
    • CIPM Tips & Tricks
    • Resource Center
  • About Us
    • TSG In The News
    • The Company
    • Awards and Recognition
    • Our Story
    • Careers
  • Contact
Search the site...
Home» Product » Risk Budgeting in Investment Management

Risk Budgeting in Investment Management

Posted by admin - May 18, 2014 -
0

$25.00

The practice of risk budgeting promises to further advance the risk and investment management journey.  The concept provides a framework for more systematically analyzing and managing investment risk.  Applied risk management has often involved measuring and attributing risk-adjusted performance ex-post, or after the fact.  Risk budgeting aims to move directly embed risk management in the investment process itself.  The main aim of the risk budgeting process is improved consistency of performance by more systematically targeting desired market risk levels.  A consequence of this improved consistency of risk performance should be that risk adjusted performance is improved, but arguably even that absolute or excess performance itself is improved.   This discussion can be viewed as an early attempt to communicate the consensus on what risk budgeting is and what it is not.

Author : Mark Lundin

SKU: Summer20026-42 Category: Articles Tags: article, Investment Management
  • Description

Description

Product Description

The practice of risk budgeting promises to further advance the risk and investment management journey.  The concept provides a framework for more systematically analyzing and managing investment risk.  Applied risk management has often involved measuring and attributing risk-adjusted performance ex-post, or after the fact.  Risk budgeting aims to move directly embed risk management in the investment process itself.  The main aim of the risk budgeting process is improved consistency of performance by more systematically targeting desired market risk levels.  A consequence of this improved consistency of risk performance should be that risk adjusted performance is improved, but arguably even that absolute or excess performance itself is improved.   This discussion can be viewed as an early attempt to communicate the consensus on what risk budgeting is and what it is not.

Related products

  • Performance Measurement

    A Comparison of GIPS and the AIMR-PPS

    $5.00
    Add to cart
  • The Journal of Performance Measurement

    A Framework for Evaluating Hedge Fund Risk

    $25.00
    Add to cart
  • Performance Measurement

    A Four-factor Performance Attribution Model for Equity Portfolios

    $25.00
    Add to cart
  • Performance Measurement

    A Hierarchy of Methods for Calculating Rates of Return

    $25.00
    Add to cart

Leave a Reply Cancel reply

Your email address will not be published. Required fields are marked *

This site uses Akismet to reduce spam. Learn how your comment data is processed.

Privacy Policy   Terms and Conditions
Copyright 2018-2019. The Spaulding Group.
  • Terms of Use
  • Privacy Policy
  • About Us
  • Contact Us
CFA Institute does not endorse, promote or warrant the accuracy or quality of The Spaulding Group, Inc. GIPS® is a registered trademark owned by CFA Institute.
 
This site uses functional cookies and external scripts to improve your experience. If you continue to browse the site, it indicates you accept our use of cookies.Accept Privacy Policy
Privacy Policy
Necessary
Always Enabled