Introduction to Risk Parity and Budgeting

Introduction to Risk Parity and Budgeting
Author: Thierry Roncalli
Publisher: CRC Press
Total Pages: 430
Release: 2016-04-19
Genre: Business & Economics
ISBN: 1482207168
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Although portfolio management didn't change much during the 40 years after the seminal works of Markowitz and Sharpe, the development of risk budgeting techniques marked an important milestone in the deepening of the relationship between risk and asset management. Risk parity then became a popular financial model of investment after the global fina


Introduction to Risk Parity and Budgeting
Language: en
Pages: 430

Introduction to Risk Parity and Budgeting

Authors: Thierry Roncalli
Categories: Business & Economics
Type: BOOK - Published: 2016-04-19 - Publisher: CRC Press

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Although portfolio management didn't change much during the 40 years after the seminal works of Markowitz and Sharpe, the development of risk budgeting techniqu
Risk Parity Fundamentals
Language: en
Pages: 245

Risk Parity Fundamentals

Authors: Edward E. Qian
Categories: Business & Economics
Type: BOOK - Published: 2016-02-10 - Publisher: CRC Press

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Written by an experienced researcher and portfolio manager who coined the term "risk parity," this book provides readers with a practical understanding of the r
Risk-Based and Factor Investing
Language: en
Pages: 488

Risk-Based and Factor Investing

Authors: Emmanuel Jurczenko
Categories: Business & Economics
Type: BOOK - Published: 2015-11-24 - Publisher: Elsevier

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This book is a compilation of recent articles written by leading academics and practitioners in the area of risk-based and factor investing (RBFI). The articles
Machine Learning for Asset Management
Language: en
Pages: 460

Machine Learning for Asset Management

Authors: Emmanuel Jurczenko
Categories: Business & Economics
Type: BOOK - Published: 2020-10-06 - Publisher: John Wiley & Sons

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This new edited volume consists of a collection of original articles written by leading financial economists and industry experts in the area of machine learnin
The Permanent Portfolio
Language: en
Pages: 358

The Permanent Portfolio

Authors: Craig Rowland
Categories: Business & Economics
Type: BOOK - Published: 2012-10-09 - Publisher: John Wiley & Sons

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An up close look at an investment strategy that can handle today's uncertain financial environment Market uncertainty cannot be eliminated. So rather than attem