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Introduction to Risk Parity and Budgeting
 

Introduction to Risk Parity and Budgeting (Hardback)

By Roncalli, Thierry

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Combining theoretical and practical approaches, this book provides a comprehensive and up-to-date treatment of risk parity, an alternative method to Markowitz optimization. Written by a well-known expert of asset management and risk parity, it covers risk budgeting techniques, al...ternative-weighted indexation, strategic asset allocation, the impact of constraints on portfolio theory, and long-term investment policy. It also builds financial exposure to commodities and takes into account credit risk in the management of bond portfolios.
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ISBN 9781482207156
Released AU 16 Jul 2013
Publisher Apple Academic Press Inc.
Format Hardback
Series Chapman & Hall/CRC Financial Mathematics Series (part: 27)
Availability
Indent title (internationally sourced), usually ships 4-6 weeks

Full details for this title

ISBN-13 9781482207156
Stock Available
Status Indent title (internationally sourced), usually ships 4-6 weeks
Publisher Apple Academic Press Inc.
Imprint Apple Academic Press Inc.
Released 16 Jul 2013
Publication Country Canada Canada
Format Hardback
Author(s) By Roncalli, Thierry
Series Chapman & Hall/CRC Financial Mathematics Series (part: 27)
Category Investment & Securities
Probability & Statistics
Applied Mathematics
Number of Pages 440
Dimensions Width: 156mm
Height: 235mm
Spine: 25mm
Dewey Code 332.60151
Weight 748g
Interest Age 19+ years
Reading Age 19+ years
Library of Congress Portfolio management, Risk management, Budget
NBS Text Finance & Accounting
ONIX Text College/higher education;College/higher education

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