Home » Risk Parity Fundamentals
Product Image

Risk Parity Fundamentals

Edward E. Qian
€80.99
Quantity:
In stock with our UK publisher. 14-28 days
Delivery/Collection within 10-20 working days
14 days return policy Shipping & Delivery
A01=Edward E. Qian
advanced asset management
Annual Excess Return
Asset Allocation Portfolios
Asset Classes
Author_Edward E. Qian
Category=KCH
Category=KFFM
Category=PBW
Core CPI
Currency risk
Downside Protection
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Equity Risk Premium
Excess Return
financial market environments
Forward Rate
IG Bond
Ination Risk
investment risk modeling
leverage strategies
Loss Contribution
macroeconomic risk analysis
MSCI World Index
Portfolio diversification
Portfolio leverage
Portfolio Rebalancing
Portfolio Weights
quantitative finance
quantitative investment
quantitative portfolio theory
quantitative risk parity strategies
risk allocation
Risk Contribution
Risk Parity
risk parity investing
risk parity portfolios
Risk Premium
Risk premiums
Roll Yield
Russell 1000 Index
Sharpe Ratio
Stop Loss Policy
Taper tantrum
Term Spread
Yield Curve

Product details

  • ISBN 9781498738798
  • Weight: 620g
  • Dimensions: 178 x 254mm
  • Publication Date: 23 Feb 2016
  • Publisher: Taylor & Francis Inc
  • Publication City/Country: US
  • Product Form: Hardback
Secure checkout Fast Shipping Easy returns
Description

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.

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.

More from this author