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Introduction to Risk Parity and Budgeting

2016-04-19 Business & Economics
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Release : 2016-04-19
Genre : Business & Economics
Kind : eBook
Book Rating : 168/5 ( reviews)

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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. This book was released on 2016-04-19. 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

Risk Parity

2021-12-29 Business & Economics
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Release : 2021-12-29
Genre : Business & Economics
Kind : eBook
Book Rating : 569/5 ( reviews)

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Book Synopsis Risk Parity by : Alex Shahidi

Download or read book Risk Parity written by Alex Shahidi. This book was released on 2021-12-29. Available in PDF, EPUB and Kindle. Book excerpt: Target high returns and greater consistency with this insightful guide from a leading investor The market volatility exacerbated by the COVID-19 pandemic has led many to question their exposure to risk in their own portfolios. But what should one do about it? In Risk Parity: How to Invest for All Market Environments, accomplished investment consultant Alex Shahidi delivers a powerful approach to portfolio management that reduces the potential for significant capital loss while maintaining an attractive expected return. The book focuses on allocating capital amongst four diverse asset classes: equities, commodities, Treasury bonds, and Treasury Inflation Protected Securities. You’ll learn about: The nature of risk and why traditional approaches to risk management unnecessarily give up potential returns or inadequately protect against catastrophic market events Why proper risk management is more important now than ever How to efficiently implement a risk parity approach Perfect for both individual and professional investors, Risk Parity is a must-have resource for anyone seeking to increase consistency in their portfolio by building a truly balanced asset allocation.

Risk Parity Fundamentals

2016-02-10 Business & Economics
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Release : 2016-02-10
Genre : Business & Economics
Kind : eBook
Book Rating : 80X/5 ( reviews)

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Book Synopsis Risk Parity Fundamentals by : Edward E. Qian

Download or read book Risk Parity Fundamentals written by Edward E. Qian. This book was released on 2016-02-10. Available in PDF, EPUB and Kindle. Book excerpt: Written by an experienced researcher and portfolio manager who coined the term "risk parity," this book provides readers with a practical understanding of the risk parity investment approach. It uses fundamental, quantitative, and historical analysis to address the merit of risk parity as well as the practical and underlying aspects of risk parity investing. Requiring no advanced degrees in quantitative fields, the book analyzes risk parity performance from historical periods and more recent market environments.

Risk-Based and Factor Investing

2015-11-24 Business & Economics
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Release : 2015-11-24
Genre : Business & Economics
Kind : eBook
Book Rating : 112/5 ( reviews)

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Book Synopsis Risk-Based and Factor Investing by : Emmanuel Jurczenko

Download or read book Risk-Based and Factor Investing written by Emmanuel Jurczenko. This book was released on 2015-11-24. Available in PDF, EPUB and Kindle. Book excerpt: This book is a compilation of recent articles written by leading academics and practitioners in the area of risk-based and factor investing (RBFI). The articles are intended to introduce readers to some of the latest, cutting edge research encountered by academics and professionals dealing with RBFI solutions. Together the authors detail both alternative non-return based portfolio construction techniques and investing style risk premia strategies. Each chapter deals with new methods of building strategic and tactical risk-based portfolios, constructing and combining systematic factor strategies and assessing the related rules-based investment performances. This book can assist portfolio managers, asset owners, consultants, academics and students who wish to further their understanding of the science and art of risk-based and factor investing. Contains up-to-date research from the areas of RBFI Features contributions from leading academics and practitioners in this field Features discussions of new methods of building strategic and tactical risk-based portfolios for practitioners, academics and students

Machine Learning for Asset Management

2020-10-06 Business & Economics
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Release : 2020-10-06
Genre : Business & Economics
Kind : eBook
Book Rating : 445/5 ( reviews)

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Book Synopsis Machine Learning for Asset Management by : Emmanuel Jurczenko

Download or read book Machine Learning for Asset Management written by Emmanuel Jurczenko. This book was released on 2020-10-06. Available in PDF, EPUB and Kindle. Book excerpt: This new edited volume consists of a collection of original articles written by leading financial economists and industry experts in the area of machine learning for asset management. The chapters introduce the reader to some of the latest research developments in the area of equity, multi-asset and factor investing. Each chapter deals with new methods for return and risk forecasting, stock selection, portfolio construction, performance attribution and transaction costs modeling. This volume will be of great help to portfolio managers, asset owners and consultants, as well as academics and students who want to improve their knowledge of machine learning in asset management.

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