Introduction to Risk Parity and Budgeting

By Thierry Roncalli

Book Overview

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.

• Format: Paperback
• Language: English
• ISBN: 1032919876
• ISBN13: 9781032919874
• Release Date: October 2024
• Publisher: CRC Press
• Length: 440 Pages
• Weight: 1.45 lbs.
• Dimensions: 0.9" x 6.2" x 9.3"