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Written by a well-known expert of asset management and risk parity, this book provides an up-to-date treatment of the risk parity approach, an alternative method to Markowitz optimization. It builds financial exposure to equities and commodities, considers credit risk in the management of bond portfolios, and designs long-term investment policy. The first part of the book gives a theoretical account of portfolio optimization and risk parity. Each chapter in the second part presents an application of risk parity to a specific asset class.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781482207156
  • Indbinding:
  • Hardback
  • Sideantal:
  • 440
  • Udgivet:
  • 16. juli 2013
  • Størrelse:
  • 141x222x33 mm.
  • Vægt:
  • 764 g.
  • 8-11 hverdage.
  • 10. december 2024
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Forlænget returret til d. 31. januar 2025

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Beskrivelse af Introduction to Risk Parity and Budgeting

Written by a well-known expert of asset management and risk parity, this book provides an up-to-date treatment of the risk parity approach, an alternative method to Markowitz optimization. It builds financial exposure to equities and commodities, considers credit risk in the management of bond portfolios, and designs long-term investment policy. The first part of the book gives a theoretical account of portfolio optimization and risk parity. Each chapter in the second part presents an application of risk parity to a specific asset class.

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