Url : https://www.edhec.edu/fr/publications/towards-conditional-risk-parity-improving-risk-budgeting-techniques-changing-economic

Contents : Executive Summary
1. Introduction
2. From Unconditional to Conditional Risk Parity Strategies
3. Implementation of CRP Strategies
4. Benefits of CRP Strategies in Periods of Rising Interest Rates
5. Introducing Commodities
6. Conclusion
Appendices
References
About Lyxor Asset Management
About EDHEC-Risk Institute
EDHEC-Risk Institute Publications and Position Papers (2011-2014)

Language : English

Series : PUBLICATION EDHEC

Material : Electronic ; Paper

Owner : Bibliothèque