Introduction to Risk Parity and Budgeting
Download or Read eBook Introduction to Risk Parity and Budgeting PDF written by Thierry Roncalli and published by CRC Press. This book was released on 2016-04-19 with total page 430 pages. Available in PDF, EPUB and Kindle.
| Author | : Thierry Roncalli |
| Publisher | : CRC Press |
| Total Pages | : 430 |
| Release | : 2016-04-19 |
| ISBN-10 | : 9781482207163 |
| ISBN-13 | : 1482207168 |
| Rating | : 4/5 (63 Downloads) |
Book Synopsis Introduction to Risk Parity and Budgeting by : Thierry Roncalli
Book excerpt: 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
