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Risk Parity Fundamentals

By: Edward E. Qian (Author)

Manufacture on Demand

Ksh 16,200.00

Format: Hardback or Cased Book

ISBN-10: 1498738796

ISBN-13: 9781498738798

Publisher: Taylor & Francis Inc

Imprint: Chapman & Hall/CRC

Country of Manufacture: GB

Country of Publication: GB

Publication Date: Feb 23rd, 2016

Publication Status: Active

Product extent: 246 Pages

Weight: 628.00 grams

Dimensions (height x width x thickness): 18.50 x 26.20 x 1.80 cms

Product Classification / Subject(s): Economic statistics
Investment & securities
Applied mathematics

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  • Description

  • Reviews

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.

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.


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