Thierry RoncalliIntroduction to RiskParity and BudgetingarXiv:1403.1889v1 [q-fin.PM] 7 Mar 2014
Thierry Roncalli - Introduction to Risk Parity and Budgeting.pdf
1 2 Introduction to Risk Parity and Budgeting 1.2.2 Setup In order to use these procedures, the RPB library must be active. This is done by including RPB in the LIBRARY statement at the top of your program: library rpb; To reset global variables in subsequent executions of the program ...
Introduction to risk parity and budgeting. Financial Mathematics Series. Chapman & Hall / CRC, 2014.T. Roncalli, Introduction to Risk Parity... T Roncalli - 《Mpra Paper》 被引量: 116发表: 2013年 Introduction to Stochastic Calculus Applied to Finance. D. Lamberton and B. Lapeyre. ...
"Introduction to Risk Parity and Budgeting", Chapman & Hall/CRC Financial Mathematics Series.Roncalli, T. (2013). Introduction to Risk Parity and Budgeting. CRC Press.Roncalli, Thierry (2014), Introduction to Risk Parity and Budgeting, Boca Raton, Fla.: CRC Press....
作者:Thierry Roncalli 出版社:Chapman and Hall/CRC 出版年:2013-8-19 页数:440 定价:GBP 62.99 装帧:Hardcover ISBN:9781482207156 豆瓣评分 评价人数不足 这本书的其他版本· ···(全部2) 中国金融出版社 (2016) 暂无评分5人读过 展开有售 (1)...
Written by a well-known expert of asset management and risk parity, Introduction to Risk Parity and Budgeting provides an up-to-date treatment of this alternative method to Markowitz optimization. It builds financial exposure to equities and commodities, considers credit risk in the management of ...
Introduction to Risk Parity and Budgeting provides an up-to-date treatment of this alternative method to Markowitz optimization. It builds financial exposure to equities and commodities, considers credit risk in the management of bond portfolios, and designs long-term investment policy. This book ...
Introduction to Risk Parity and Budgeting provides an up-to-date treatment of this alternative method to Markowitz optimization. It builds financial exposure to equities and commodities, considers credit risk in the management of bond portfolios, and designs long-term investment policy. This book ...