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Introduction To Risk Parity And Budgeting

by Thierry Roncalli
language: english
Publisher: TAYLOR & FRANCIS LTD, October of 2024 ‧
66,23€
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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.

Introduction To Risk Parity And Budgeting

by Thierry Roncalli

Property Description
ISBN: 9781032919874
Publisher: TAYLOR & FRANCIS LTD
Release Date: October of 2024
Language: English
Dimensions: 156 x 234 x 20 mm
Cover: Softcover
Pages: 440
Format: Book
Collection: Chapman And Hall/Crc Financial Mathematics Series
Categories: Books in English > Economics, Finance and Accounting > Economy
EAN: 9781032919874