Risk Parity Fundamentals 2024 pdf epub mobi 电子书

☆☆☆☆☆
简体网页||繁体网页

Risk Parity Fundamentals 2024 pdf epub mobi 电子书著者简介

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.

Risk Parity Fundamentals 电子书图书目录

下载链接在页面底部

点击这里下载

facebook linkedin mastodon messenger pinterest reddit telegram twitter viber vkontakte whatsapp 复制链接

想要找书就要到本本书屋

onlinetoolsland.com

立刻按 ctrl+D收藏本页

你会得到大惊喜!!

发表于2024-12-25

Risk Parity Fundamentals 2024 pdf epub mobi 电子书

喜欢 Risk Parity Fundamentals 电子书的读者还喜欢

Risk Parity Fundamentals 电子书读后感

评分☆☆☆☆☆

看完了《风险均衡策略》，钱博士是一个开创性的人物，毕竟将不同资产的风险均衡，根据相关性将收益更多的集中在可预测的均值附近，减少不可测的波动风险是很大的理论上的创新。但是这个优美的思想有比较大的bug。最大的bug是，钱博士的风险平价配置模型，是依靠组合中低波动...

评分☆☆☆☆☆

类似图书点击查看全场最低价

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

想要找书就要到本本书屋

onlinetoolsland.com

立刻按 ctrl+D收藏本页

你会得到大惊喜!!