Introduction to risk parity and budgeting
Although portfolio management didn’t change much during the 40 years after the seminal works of Markowitz and Sharpe, the development of risk budgeting techniques marked an important milestone in the deepening of the relationship between risk and asset management. Risk parity then became a popular f...
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| Format: | eBook |
| Language: | Inglés |
| Published: |
Boca Raton, FL :
Chapman and Hall/CRC, an imprint of Taylor and Francis
2013.
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| Edition: | 1st edition |
| Series: | Chapman & Hall/CRC financial mathematics series.
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| Subjects: | |
| See on Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009629297506719 |
Table of Contents:
- part Part I From Portfolio Optimization to Risk Parity
- chapter 1 Modern Portfolio Theory
- chapter 2 Risk Budgeting Approach
- part Part II Applications of the Risk Parity Approach
- chapter 3 Risk-Based Indexation
- chapter 4 Application to Bond Portfolios
- chapter 5 Risk Parity Applied to Alternative Investments
- chapter 6 Portfolio Allocation with Multi-Asset Classes.
