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028	5	0	_a1151 _bHenry Stewart Talks
035			_aHST1151_1_2
035			_a000868740
040			_aKCL
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
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.
538			_aSystem requirements: Browser compatibility: updated Mozilla Firefox, Google Chrome, Safari or Internet Explorer 8+. Browser settings: enable JavaScript, enable cookies from the Henry Stewart Talks site. Required Desktop Browser plugins & viewers: Updated Adobe Flash Player & Adobe Acrobat Reader. Mobile device & operating system versions: Android v2.1+, iPhone 4+ (iOS v5.x+), iPad 2+ (iOS v5.x+), BlackBerry OS v7.0+, Windows Phone v6.5.1+.
650		0	_aFinancial risk management.
830		0	_aHenry Stewart talks. _pMarketing & management collection. _pQuantitative financial risk management
856	4	0	_uhttp://hstalks.com/lib.php?t=HST48.1151&c=250
856	4	2	_uhttp://hstalks.com/lib.php?t=HST48&c=250 _3Series
908			_a141013
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