Risk parity
Found 6 free book(s)Understanding Risk Parity - cmegroup.com
www.cmegroup.comUnderstanding Risk Parity The Clifton Group A Division of Parametric Portfolio Associates, LLC Authors: Thomas Lee, CFA Andrew Spellar Paul Bouchey, CFA
Risk-BudgetingAllocation versus …
www.thierry-roncalli.comPortfolio optimization Risk-budgeting techniques Some illustrations Risk-based indexation Risk parity funds Bond portfolios …
Alternative Risk Premia: What Do We Know? - …
www.thierry-roncalli.comAlternative Risk Premia: What Do We Know? 2 The rationale of alternative risk premia In order to understand the relationship between alternative risk premia and the concept of
Financial Risk Manager Handbook, 2nd Edition - …
www.oilfieldtrash.comFinancial Risk Manager Handbook Second Edition Wiley John Wiley & Sons, Inc. Philippe Jorion GARP
BIS Working Papers
www.bis.orgBIS Working Papers No 592 The dollar, bank leverage and the deviation from covered interest parity by Stefan Avdjiev, Wenxin Du, Catherine Koch and
Risk-Based Asset Allocation - tradingportfolio.net
tradingportfolio.netSUMMER 2011 THE JOURNAL OF PORTFOLIO MANAGEMENT 11 Risk-Based Asset Allocation: A New Answer to an Old Question? WAI LEE WAI LEE is the director of research and CIO of the Quantita-