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Introduction to Risk Parity and Budgeting (Chapman and Hall/Crc Financial Mathematics) - Softcover

Buch 33 von 71: Chapman and Hall/CRC Financial Mathematics

Roncalli, Thierry

 
9781032919874: Introduction to Risk Parity and Budgeting (Chapman and Hall/Crc Financial Mathematics)
Softcover
ISBN 10: 1032919876 ISBN 13: 9781032919874
Verlag: Chapman and Hall/CRC, 2024

Inhaltsangabe

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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Über die Autorin bzw. den Autor

Thierry Roncalli is head of Research and Development and a member of the executive committee at Lyxor Asset Management. He is also a professor of economics and finance at the Université d'Evry-Val-d'Essonne. Dr. Roncalli has 17 years of experience in finance and is the author of many articles and several books in quantitative finance. He received a Ph.D. in economics from the University of Bordeaux.

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Verlag
Chapman and Hall/CRC
Erscheinungsdatum
2024
Sprache
Englisch
ISBN 10 
1032919876
ISBN 13 
9781032919874
Einband
Taschenbuch
Anzahl der Seiten
440
Kontakt zum Hersteller
Taylor & Francis Verlag GmbH
GPSR@taylorandfrancis.com

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