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Describe Asset/Liability Models and explain why it is better than Value-at-Risk Models for Portfolio Management.

EBK CONTEMPORARY FINANCIAL MANAGEMENT

14th Edition

ISBN:9781337514835

Author:MOYER

Publisher:MOYER

Chapter8: Analysis Of Risk And Return

Section: Chapter Questions

Problem 7QTD

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Describe Asset/Liability Models and explain why it is better than Value-at-Risk Models for Portfolio Management.

Definition Definition Act of managing the funds of another individual, company, or institution to maximize their wealth within a given time. Portfolio management helps to achieve financial objectives by reducing the risk of loss.

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