Introduction to Risk Parity and Budgeting

1st Edition

Thierry Roncalli

What are VitalSource eBooks?

Chapman and Hall/CRC
Published April 19, 2016
Reference - 440 Pages
ISBN 9780429171307 - CAT# KE84429

was $57.95

USD$52.16

SAVE ~$5.80

Add to Wish List
FREE Standard Shipping!

Summary

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