Introduction to risk parity and budgeting
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 f...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Boca Raton, FL :
Chapman and Hall/CRC, an imprint of Taylor and Francis
2013.
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| Edición: | 1st edition |
| Colección: | Chapman & Hall/CRC financial mathematics series.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009629297506719 |
| Sumario: | 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 financial crisis in 2008. Today, pension funds and institutional investors are using this approach in the development of smart indexing and the redefinition of long-term investment policies. |
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| Notas: | "A Chapman & Hall Book." |
| Descripción Física: | 1 online resource (430 pages) : illustrations |
| Bibliografía: | Includes bibliographical references. |
| ISBN: | 9780429171307 9781482207156 |
