Introduction to Risk Parity and Budgeting

Introduction to Risk Parity and Budgeting

Autor: Thierry Roncalli
Verlag: CRC Press
Ausgabe: 1
Erscheinungsdatum: 2016
ISBN: 9781482207156

Buch kaufen

0

Mit Klarna bezahlen
14 Tage Rückgaberecht
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

Das könnte dir auch gefallen

Buch kaufen0