Introduction to risk parity and budgeting
Auteur :
Roncalli, Thierry
Éditeur :
Taylor & Francis Ltd
ISBN :
9781032919874
Date de publication :
14 oct. 2024
Dimensions :
23,4 x 15,6 cm
Poids :
453 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.