Investment Management In a Risk Management ContextInvestment Management In a Risk Management Context A framework to measure and evaluate the risk-adjusted ... software is available to run the optimization. Care should be taken to ensure the optimization routine ...
Description: A framework to measure and evaluate the risk-adjusted investment performance given the characteristics of the insurance liability.Hide
- Authors: Robert Berendsen, Ji Chen
- Date: Aug 2012
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Finance & Investments>Investments; Finance & Investments>Risk measurement - Finance & Investments