Introduction to Risk Parity and Budgeting

Introduction to Risk Parity and Budgeting
Author :
Publisher : CRC Press
Total Pages : 430
Release :
ISBN-10 : 9781482207163
ISBN-13 : 1482207168
Rating : 4/5 (168 Downloads)
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Book Synopsis Introduction to Risk Parity and Budgeting by : Thierry Roncalli

Download or read book Introduction to Risk Parity and Budgeting written by Thierry Roncalli and published by CRC Press. This book was released on 2016-04-19 with total page 430 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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


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