Link to the ebook : https://login.ezproxy.univ-catholille.fr/login?url=https://s...

eISBN : 9781482207163

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 : Electronic

Statement : Présent

Owner : Bibliothèque