Search Type
  • All
  • Subject
  • Title
  • Author
  • Publisher
  • Series Title
Search Title

Download

Introduction to Risk Parity and Budgeting

Introduction to Risk Parity and Budgeting( )
Author: Roncalli, Thierry
Series title:Chapman and Hall/CRC Financial Mathematics Ser.
ISBN:978-1-4822-0715-6
Publication Date:Jul 2013
Publisher:CRC Press LLC
Imprint:Chapman & Hall/CRC
Book Format:Hardback
List Price:USD $110.00USD $84.95USD $127.43
Book Description:

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...
More Description

Book Details
Pages:440
Detailed Subjects: Business & Economics / Decision-Making & Problem Solving
Business & Economics / Investments & Securities / Portfolio Management
Physical Dimensions (W X L X H):6.513 x 9.126 x 1.131 Inches
Book Weight:2.141 Pounds



Featured Books

Good and Mad
Traister, Rebecca
Paperback: $18.00
The Velveteen Rabbit
Williams, Margery
Paperback: $9.95
What Have We Here?
Williams, Billy Dee
Hardback: $32.00

Rate this title:

Select your rating below then click 'submit'.






I do not wish to rate this title.