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Introduction to Risk Parity and Budgeting

上传者: 2019-05-28 03:30:32上传 PDF文件 6.6MB 热度 34次
Althoughportfoliomanagementdidn'tchangemuchduringthe40yearsaftertheseminalworksofMarkowitzandSharpe,thedevelopmentofriskbudgetingtechniquesmarkedanimportantmilestoneinthedeepeningoftherelationshipbetweenriskandassetmanagement.Riskparitythenbecameapopularfinancialmodelofinvestment
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