Introduction to Risk Parity and Budgeting - Paperback
Introduction to Risk Parity and Budgeting - Paperback
$113.90
/
products.product.pickup_availability.unavailable
Your payment information is processed securely. We do not store credit card details nor have access to your credit card information.
by Thierry Roncalli (Author)
Written by a well-known expert of asset management and risk parity, this book provides an up-to-date treatment of the risk parity approach, an alternative method to Markowitz optimization. It builds financial exposure to equities and commodities, considers credit risk in the management of bond portfolios, and designs long-term investment policy.
Author Biography
Thierry Roncalli is head of Research and Development and a member of the executive committee at Lyxor Asset Management. He is also a professor of economics and finance at the Université d'Evry-Val-d'Essonne. Dr. Roncalli has 17 years of experience in finance and is the author of many articles and several books in quantitative finance. He received a Ph.D. in economics from the University of Bordeaux.
