1 Traditional Portfolio Construction: Selected Issues 1
2 Incorporating Deviations from Normality: 49
Lower Partial Moments
3 Portfolio Resampling and Estimation Error 79
4 Bayesian Analysis and Portfolio Choice 105
5 Scenario Optimisation 137
6 Benchmark-Relative Optimisation 161
7 Core–Satellite Investing: Budgeting Active Manager Risk 197
Index 225


Portfolio Construction and Risk Budgeting
Bernd Scherer 2002 /1 Edition