Introduction to Risk Parity and Budgeting
portes grátis
Introduction to Risk Parity and Budgeting
Roncalli, Thierry
Taylor & Francis Ltd
10/2024
440
Mole
9781032919874
Pré-lançamento - envio 15 a 20 dias após a sua edição
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From Portfolio Optimization to Risk Parity: Modern Portfolio Theory. Risk Budgeting Approach. Applications of the Risk Parity Approach: Risk-Based Indexation. Application to Bond Portfolios. Risk Parity Applied to Alternative Investments. Portfolio Allocation with Multi-Asset Classes. Conclusion. Appendices. Bibliography. Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Tangency Portfolio;Black Litterman Model;Applications Of Risk Parity To Asset Classes;Implied Risk Premia;Alternative Method To Markowitz Optimization;Sharpe Ratio;Financial Model Of Investment;MV Portfolio;Asset Management And Risk Parity;Risk Decomposition;Modern Portfolio Theory;Risk Budgeting;Risk Budgeting Approach;Risk Contributions;Portfolio Optimization Problems;MDP.;Smart Indexing;Capital Market Line;Dynamic Asset Allocation;Risk Free Asset;Copula Functions;Risk Parity;Asset Returns;EW Portfolio;CDS Spread;Optimized Portfolio;Efficient Frontier;SAA;Credit Risk Measure;Convex Risk Measure;Bond Portfolio;EMN;Hedge Fund Strategies;Solution S1;Asset Classes
From Portfolio Optimization to Risk Parity: Modern Portfolio Theory. Risk Budgeting Approach. Applications of the Risk Parity Approach: Risk-Based Indexation. Application to Bond Portfolios. Risk Parity Applied to Alternative Investments. Portfolio Allocation with Multi-Asset Classes. Conclusion. Appendices. Bibliography. Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Tangency Portfolio;Black Litterman Model;Applications Of Risk Parity To Asset Classes;Implied Risk Premia;Alternative Method To Markowitz Optimization;Sharpe Ratio;Financial Model Of Investment;MV Portfolio;Asset Management And Risk Parity;Risk Decomposition;Modern Portfolio Theory;Risk Budgeting;Risk Budgeting Approach;Risk Contributions;Portfolio Optimization Problems;MDP.;Smart Indexing;Capital Market Line;Dynamic Asset Allocation;Risk Free Asset;Copula Functions;Risk Parity;Asset Returns;EW Portfolio;CDS Spread;Optimized Portfolio;Efficient Frontier;SAA;Credit Risk Measure;Convex Risk Measure;Bond Portfolio;EMN;Hedge Fund Strategies;Solution S1;Asset Classes
