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15660414
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20240717154439.0
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170608s2016 xx a go 000 0 eng d
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GBB7A1449
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bnb
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7
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018373259
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Uk
020
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9781482207163
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(PDF)
020
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1482207168
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(PDF)
035
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(OCoLC)ocn990194017
035
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(exclude)oreilly_202407_TL2
037
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TANDF_324905
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Ingram Content Group
040
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NLE
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eng
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rda
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NLE
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OCLCF
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OCLCO
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OCLCQ
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UKMGB
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YDX
100
1
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Roncalli, Thierry.
245
1
0
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Introduction to risk parity and budgeting /
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Thierry Roncalli.
264
1
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[Place of publication not identified] :
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Chapman and Hall/CRC,
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2016.
300
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1 online resource :
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illustrations.
336
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text
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txt
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rdacontent
337
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computer
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c
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rdamedia
338
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online resource
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cr
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rdacarrier
490
0
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Chapman & Hall/CRC financial mathematics series
505
0
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From Portfolio Optimization to Risk Parity; Modern Portfolio Theory; From optimized portfolios to the market portfolio; Practice of portfolio optimization Risk Budgeting Approach; Risk allocation principle; Analysis of risk budgeting portfolios; Special case: the ERC portfolio; Risk budgeting versus weight budgeting; Using risk factors instead of assets Applications of the Risk Parity Approach; Risk-Based Indexation; Capitalization-weighted indexation; Alternative-weighted indexation; Some illustrations Application to Bond Portfolios; Some issues in bond management; Bond portfolio management; Some illustrations Risk Parity Applied to Alternative Investments; Case of commodities; Hedge fund strategies Portfolio Allocation with Multi-Asset Classes; Construction of diversified funds; Long-term investment policy; Absolute return and active risk parity Conclusion Appendix A Technical Appendix; Appendix B Tutorial Exercises Bibliography Index.
506
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Access restricted by licensing agreement.
590
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Access is available to the Yale community.
650
0
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Budget.
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http://id.loc.gov/authorities/subjects/sh85017602
650
7
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Budget.
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fast
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(OCoLC)fst00840336
650
7
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Portfolio management.
|2
fast
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(OCoLC)fst01072072
730
0
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O'Reilly Safari.
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OCLC KB.
852
8
0
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yulint
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None
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Online resource
852
8
0
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Online resource
856
4
0
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Online book
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https://go.oreilly.com/yale-university/library/view/-/9781482207163/?ar
902
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Yale Internet Resource
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Yale Internet Resource >> None|DELIM|15637321
905
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online resource
907
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2020-12-09T14:08:40.000Z
946
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