Risk Parity Fundamentals 2024 pdf epub mobi 电子书

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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.

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发表于2024-11-23

Risk Parity Fundamentals 2024 pdf epub mobi 电子书

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出版者:Chapman and Hall/CRC

作者:Edward E. Qian

出品人:

页数:246

译者:

出版时间:2016-2-16

价格:$69.95

装帧:Hardcover

isbn号码:9781498738798

丛书系列:

图书标签: 金融金融工程数学 risk quant QEPM Finance

Risk Parity Fundamentals 2024 pdf epub mobi 电子书图书描述

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.

Risk Parity Fundamentals 2024 pdf epub mobi 电子书

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