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Risk Parity Fundamentals 1st Edition

SKU: 9781040071298

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Additional information

Full Title

Risk Parity Fundamentals 1st Edition

Author(s)

Edward E. Qian

Edition

1st Edition

ISBN

9781040071298, 9781498738798, 9780429156014, 9781498738804, 9781032925424

Publisher

Chapman & Hall

Format

PDF and EPUB

Description

Written by an experienced researcher and portfolio manager who coined the term “risk parity,” this book provides readers with a practical understanding of the risk parity investment approach. It uses fundamental, quantitative, and historical analysis to address the merit of risk parity as well as the practical and underlying aspects of risk parity investing. Requiring no advanced degrees in quantitative fields, the book analyzes risk parity performance from historical periods and more recent market environments.