Risk Parity Fundamentals | Agenda Bookshop Skip to content
Online orders placed from 19/12 onward will not arrive in time for Christmas.
Online orders placed from 19/12 onward will not arrive in time for Christmas.
A01=Edward E. Qian
Age Group_Uncategorized
Age Group_Uncategorized
Author_Edward E. Qian
automatic-update
Category1=Non-Fiction
Category=KCHS
Category=KF
Category=PBT
Category=PBW
COP=United Kingdom
Delivery_Pre-order
Language_English
PA=Not yet available
Price_€50 to €100
PS=Forthcoming
softlaunch

Risk Parity Fundamentals

★★★★★
★★★★★

English

By (author): Edward E. Qian

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.

See more
€51.29
€56.99
Save 10%
A01=Edward E. QianAge Group_UncategorizedAuthor_Edward E. Qianautomatic-updateCategory1=Non-FictionCategory=KCHSCategory=KFCategory=PBTCategory=PBWCOP=United KingdomDelivery_Pre-orderLanguage_EnglishPA=Not yet availablePrice_€50 to €100PS=Forthcomingsoftlaunch

Will deliver when available. Publication date 14 Oct 2024

Product Details
  • Weight: 460g
  • Dimensions: 178 x 254mm
  • Publication Date: 14 Oct 2024
  • Publisher: Taylor & Francis Ltd
  • Publication City/Country: United Kingdom
  • Language: English
  • ISBN13: 9781032925424

About Edward E. Qian

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.

Customer Reviews

Be the first to write a review
0%
(0)
0%
(0)
0%
(0)
0%
(0)
0%
(0)
We use cookies to ensure that we give you the best experience on our website. If you continue we'll assume that you are understand this. Learn more
Accept