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Introduction to Risk Parity and Budgeting - Thierry (Lyxor Asset Management Roncalli - Bog

Bag om Introduction to Risk Parity and Budgeting

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781032919874
  • Indbinding:
  • Paperback
  • Sideantal:
  • 440
  • Udgivet:
  • 14. oktober 2024
  • Størrelse:
  • 234x157x25 mm.
  • Vægt:
  • 654 g.
  • 2-4 uger.
  • 10. december 2024
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Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Introduction to Risk Parity and Budgeting

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.

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