Placeholder text

Go to cart

Introduction to Risk Parity and Budgeting

By Thierry Roncalli

Introduction to Risk Parity and Budgeting

By Thierry Roncalli

0 - Default Title
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.
Product details
Binding:
Paperback
Edition:
1
Number of Pages:
442
Release Date:
2024-10-14
Publication Date:
2024-10-14
Publisher:
Chapman and Hall/CRC
Languages:
Original: English
ISBN10:
1032919876
ISBN13:
9781032919874
GPSR Manufacturer Reference:
[email protected]
Weight:
667 g
Height:
156 cm
Width:
234 cm
Thickness:
24 cm
Buy on Amazon
Currently sold out