Risk Parity Fundamentals

By:

Edward E. Qian

Format:

Hardback

Show Hide Adult Content

$146.00

Available from supplier

Usually ships in 2-3 weeks

0 in Trolley

Price Match

Wrap this item as a gift ($5.90) - add a free gift card on the next page

Free Delivery with Primate

Join Now

Free 14 day free trial, cancel anytime.

Buy Now, Pay Later with:

4 payments of $36.50 with Afterpay Learn more

6 weekly interest-free payments of $24.33 with Laybuy Learn more

Availability

Delivering to:

Estimated arrival:

Around 5-17 June using International Courier

Description

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.

Author Biography:

Edward E. Qian, PhD, CFA, is the chief investment officer and head of research of the Multi Asset Group at PanAgora Asset Management. He was previously a postdoctoral researcher in astrophysics at the University of Leiden in the Netherlands, and a National Science Foundation Postdoctoral Mathematical Research Fellow at the Massachusetts Institute of Technology (MIT). Dr. Qian has made substantial contributions to risk parity investment strategies and quantitative equity portfolio management. He coined the term "risk parity" and pioneered the use of portfolio theory for evaluating alpha factors and constructing multifactor models. He is the coauthor of the highly praised Chapman & Hall/CRC book Quantitative Equity Portfolio Management: Modern Techniques and Applications. Dr. Qian earned a BS in mathematics from Peking University and a PhD in applied mathematics from Florida State University.

Release date NZ

February 23rd, 2016

Author

Edward E. Qian

Audiences

Professional & Vocational
Tertiary Education (US: College)

Illustrations

102 Tables, black and white; 91 Illustrations, black and white

Pages

246

Dimensions

178x254x20

ISBN-13

9781498738798

Product ID

24125580

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Get free delivery, exclusive deals, and more^*

Business & Economics Books:

Risk Parity Fundamentals

By:

Format:

Buy Now, Pay Later with:

Availability

Description

Author Biography:

Customer reviews

Marketplace listings

Help & options

Filed under...

Get free delivery, exclusive deals, and more*

Buy Now, Pay Later with:

Author Biography:

Get free delivery, exclusive deals, and more^*