Risk Parity Fundamentals

Discover the Benefits of Risk Parity InvestingDespite 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.

Product details

• Authors: Edward E Qian, Edward E. Qian, Edward E. (Panagora Asset Management Qian, Qian Edward E.
• Publisher: Taylor & Francis Ltd.
• Languages: English
• Product format: Hardback
• Released: 29.02.2016
• EAN: 9781498738798
• ISBN: 978-1-4987-3879-8
• No. of pages: 246
• Dimensions: 180 mm x 260 mm x 20 mm
• Series: Print on demand
• Subjects: Education and learning > Teaching preparation > Vocational needs; Natural sciences, medicine, IT, technology > Mathematics > General, dictionaries; Social sciences, law, business > Business > General, dictionaries; Business & Economics / Investments & Securities / General, MATHEMATICS / Applied, BUSINESS & ECONOMICS / Econometrics, Economic statistics, Applied mathematics, Investment & securities, Investment and securities, Econometrics and economic statistics