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CRC Press - Introduction to Risk Parity and Budgeting Book

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Description

Explore the evolution of portfolio management with Introduction to Risk Parity and Budgeting from the Chapman and Hall/CRC Financial Mathematics Series. This text examines the shift from traditional Markowitz and Sharpe models to modern risk budgeting techniques that connect risk management directly to asset management. Following the 2008 global financial crisis, risk parity emerged as a significant investment model. This book details how pension funds and institutional investors now utilize these approaches to develop smart indexing and redefine long-term investment policies. Written by a recognized expert in asset management and risk, this resource provides essential knowledge for professionals looking to understand contemporary financial mathematics and risk-based investment strategies.

Key Features

Part of the Chapman and Hall/CRC Financial Mathematics Series for specialized academic and professional study.

Covers the development of risk budgeting techniques as a milestone in asset management.

Provides insights into risk parity models used by pension funds and institutional investors.

Explains the application of these methods in smart indexing and long-term investment policy.

Authored by a well-known expert in the fields of asset management and risk.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
19 August 2013
Listed Since
29 March 2013

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