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Introduction to Risk Parity and Budgeting.
Appartenance & droits
2013
410
134.77-RONCA
PORTFOLIO MANAGEMENT ; RISK MANAGEMENT ; ASSETS ALLOCATION ; FINANCIAL STATISTICS
Number of copies : 4
| No. | Call n° | Bar code | Commentary | |
|---|---|---|---|---|
| 1 | [not for loan] | |||
| 2 | [available] | |||
| 3 | [available] | |||
| 4 | [available] |
ISBN 13 : 9781482207156
Contents : Part I. From Portfolio Optimization to Risk Parity
1. Modern Portfolio Theory
2. Risk Budgeting Approach
Part II. Applications of the Risk Parity Approach
3. Risk-Based Indexation
4. Application to Bond Portfolios
5. Risk Parity Applied to Alternative Investments
6. Portfolio Allocation with Multi-Asset Classes
Appendix
A. Technical Appendix
B. Tutorial Exercises
Language : English
Location : Nice Library
Material : Paper
Statement : Présent
Owner : Bibliothèque