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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.
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.
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.
An Introduction to Risk Parity Principle. The "Colors" of Risk Premiums. The "Death" of Interest Rate Risk Premium. See the Forest for the Trees. The "Peculiarity" of Risk Parity Portfolios. History Lessons. The "Wild West" of Risk Parity. Risk Parity Everywhere: Much of a Good Thing Is a Great Thing.
| Erscheinungsjahr: | 2016 |
|---|---|
| Fachbereich: | Allgemeines |
| Genre: | Importe, Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Thema: | Lexika |
| Medium: | Buch |
| ISBN-13: | 9781498738798 |
| ISBN-10: | 1498738796 |
| Sprache: | Englisch |
| Einband: | Gebunden |
| Autor: | Qian, Edward E. |
| Hersteller: | Chapman and Hall/CRC |
| Verantwortliche Person für die EU: | Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de |
| Maße: | 260 x 183 x 18 mm |
| Von/Mit: | Edward E. Qian |
| Erscheinungsdatum: | 23.02.2016 |
| Gewicht: | 0,665 kg |
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.
An Introduction to Risk Parity Principle. The "Colors" of Risk Premiums. The "Death" of Interest Rate Risk Premium. See the Forest for the Trees. The "Peculiarity" of Risk Parity Portfolios. History Lessons. The "Wild West" of Risk Parity. Risk Parity Everywhere: Much of a Good Thing Is a Great Thing.
| Erscheinungsjahr: | 2016 |
|---|---|
| Fachbereich: | Allgemeines |
| Genre: | Importe, Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Thema: | Lexika |
| Medium: | Buch |
| ISBN-13: | 9781498738798 |
| ISBN-10: | 1498738796 |
| Sprache: | Englisch |
| Einband: | Gebunden |
| Autor: | Qian, Edward E. |
| Hersteller: | Chapman and Hall/CRC |
| Verantwortliche Person für die EU: | Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de |
| Maße: | 260 x 183 x 18 mm |
| Von/Mit: | Edward E. Qian |
| Erscheinungsdatum: | 23.02.2016 |
| Gewicht: | 0,665 kg |
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