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Risk Parity Fundamentals

Medium: Buch
ISBN: 978-1-032-92542-4
Verlag: CRC Press
Erscheinungstermin: 14.10.2024
Lieferfrist: bis zu 10 Tage

Discover the Benefits of Risk Parity Investing

Despite recent progress in the theoretical analysis and practical applications of risk parity, many important fundamental questions still need to be answered. Risk Parity Fundamentals uses fundamental, quantitative, and historical analysis to address these issues, such as:

- What are the macroeconomic dimensions of risk in risk parity portfolios?
- What are the appropriate risk premiums in a risk parity portfolio?

- What are market environments in which risk parity might thrive or struggle?

- What is the role of leverage in a risk parity portfolio?

An experienced researcher and portfolio manager who coined the term "risk parity," the author provides investors with a practical understanding of the risk parity investment approach. Investors will gain insight into the merit of risk parity as well as the practical and underlying aspects of risk parity investing.


Produkteigenschaften


  • Artikelnummer: 9781032925424
  • Medium: Buch
  • ISBN: 978-1-032-92542-4
  • Verlag: CRC Press
  • Erscheinungstermin: 14.10.2024
  • Sprache(n): Englisch
  • Auflage: 1. Auflage 2024
  • Produktform: Kartoniert
  • Gewicht: 453 g
  • Seiten: 246
  • Format (B x H): 178 x 254 mm
  • Ausgabetyp: Kein, Unbekannt
Autoren/Hrsg.

Autoren

An Introduction to Risk Parity Principle. The "Colors" of Risk Premiums. The "Death" of Interest Rate Risk Premium. See the Forest for the Trees. The "Peculiarity" of Risk Parity Portfolios. History Lessons. The "Wild West" of Risk Parity. Risk Parity Everywhere: Much of a Good Thing Is a Great Thing.