MPG.eBooks - Table of Contents: Introduction to risk parity and budgeting

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Bibliographic Details
Main Author:	Roncalli, Thierry
Format:	eBook
Language:	English
Published:	[Place of publication not identified] Chapman and Hall/CRC 2016
Series:	Chapman & Hall/CRC financial mathematics series
Subjects:	Risk Management / Fast / (ocolc)fst01098164 Budget Budget / Http://id.loc.gov/authorities/subjects/sh85017602 Portfolio Management / Http://id.loc.gov/authorities/subjects/sh85105080 Budgets / Aat Risk Management / Http://id.loc.gov/authorities/subjects/sh85114200 Gestion Du Risque Risk Management / Aat Portfolio Management / Fast / (ocolc)fst01072072 Gestion De Portefeuille Budget / Fast / (ocolc)fst00840336
Online Access:	https://learning.oreilly.com/library/view/~/978148...
Collection:	O'Reilly - Collection details see MPG.ReNa

Table of Contents:

From Portfolio Optimization to Risk Parity; Modern Portfolio Theory; From optimized portfolios to the market portfolio; Practice of portfolio optimization Risk Budgeting Approach; Risk allocation principle; Analysis of risk budgeting portfolios; Special case: the ERC portfolio; Risk budgeting versus weight budgeting; Using risk factors instead of assets Applications of the Risk Parity Approach; Risk-Based Indexation; Capitalization-weighted indexation; Alternative-weighted indexation; Some illustrations Application to Bond Portfolios; Some issues in bond management; Bond portfolio management; Some illustrations Risk Parity Applied to Alternative Investments; Case of commodities; Hedge fund strategies Portfolio Allocation with Multi-Asset Classes; Construction of diversified funds; Long-term investment policy; Absolute return and active risk parity Conclusion Appendix A Technical Appendix; Appendix B Tutorial Exercises Bibliography Index