; Risikomanagement ; Monte-Carlo Simulation ; Kapitalmarkt ; Risk reporting ; Market Risk ;Sensitivity Analysis ; Value at Risk … different possibilities of preparing a sensitivity analysis, such as value at risk are illustrated and their suitability for … ; Internationale Rechnungslegung ; Marktpreisrisiken ; Finanzrisiken ; Value at Risk ; Sensitivitätsanalyse ; Publizitätsverhalten …

Theoretical Background -- Alternative Approaches in Portfolio Management -- Minimum Risk Portfolios -- Risk Budgeting …Risk budgeting models set risk diversification as objective in portfolio allocation and are mainly promoted from the … asset management industry. Albina Unger examines the portfolios based on different risk measures in several aspects from the …