[BOOK][B] Introduction to risk parity and budgeting
T Roncalli - 2013 - books.google.com
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 …
works of Markowitz and Sharpe, the development of risk budgeting techniques marked an …
Rao's Quadratic Entropy, Risk Management and Portfolio Theory
NBG Koumou - 2017 - corpus.ulaval.ca
Résumé Cette thèse porte sur le concept de la diversification et sa mesure en théorie des
choix de portefeuille. La diversification est un concept clé en finance et en économique, et …
choix de portefeuille. La diversification est un concept clé en finance et en économique, et …
Risk parity approach: A thematic review of literature and research opportunities
TA Shah - Indian Journal of Research in Capital …, 2018 - indianjournalofentrepreneurship …
The crisis of 2008 diverted research energy towards exploring alternative asset allocation
methods with the main focus on risk diversification of portfolio due to failure of traditional …
methods with the main focus on risk diversification of portfolio due to failure of traditional …
Risk driven investment in public real estate
MM Katyoka - 2019 - centaur.reading.ac.uk
The global financial crisis towards the end of the last decade saw an increasing need in the
role of risk measurement and management in the mainstream financial investment market …
role of risk measurement and management in the mainstream financial investment market …
[PDF][PDF] The Battle for Parity: Risk Allocation Matters Too!
HM Prast - 2017 - arno.uvt.nl
In the past years, risk budgeting has gained increased interest from academics and
practitioners in the asset management industry. The question arose how to create diversified …
practitioners in the asset management industry. The question arose how to create diversified …