Introduction to Risk Parity and Budgeting Introduction to Risk Parity and Budgeting
Chapman and Hall/CRC Financial Mathematics Series

Introduction to Risk Parity and Budgeting

Thierry Roncalli
    • £39.99
    • £39.99

Publisher Description

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 financial model of investment after the global fina

GENRE
Business & Personal Finance
RELEASED
2016
19 April
LANGUAGE
EN
English
LENGTH
440
Pages
PUBLISHER
CRC Press
SIZE
17.4
MB

More Books by Thierry Roncalli

Handbook of Financial Risk Management Handbook of Financial Risk Management
Handbook of Financial Risk Management
2020

Other Books in This Series

Quantitative Finance with Python Quantitative Finance with Python
Quantitative Finance with Python
2022
Handbook of Quantitative Sustainable Finance Handbook of Quantitative Sustainable Finance
Handbook of Quantitative Sustainable Finance
2025
Modeling Fixed Income Securities and Interest Rate Options Modeling Fixed Income Securities and Interest Rate Options
Modeling Fixed Income Securities and Interest Rate Options
2019
Machine Learning for Factor Investing: R Version Machine Learning for Factor Investing: R Version
Machine Learning for Factor Investing: R Version
2020
Poisson Process and its Fractional Extensions with Applications Poisson Process and its Fractional Extensions with Applications
Poisson Process and its Fractional Extensions with Applications
2026
Foundations of Quantitative Finance, Book VII: Brownian Motion and Other Stochastic Processes Foundations of Quantitative Finance, Book VII: Brownian Motion and Other Stochastic Processes
Foundations of Quantitative Finance, Book VII: Brownian Motion and Other Stochastic Processes
2026