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20231017213018.0 |
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m o d |
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170608s2016 xx a go 000 0 eng d |
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|a NLE
|b eng
|e rda
|c NLE
|d OCLCF
|d OCLCO
|d OCLCQ
|d UKMGB
|d YDX
|d OCLCO
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|a GBB7A1449
|2 bnb
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|a 018373259
|2 Uk
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|a 9781482207163
|q (PDF)
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|a 1482207168
|q (PDF)
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|a UKMGB
|b 018373259
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|a AU@
|b 000067301082
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|a AU@
|b 000060101522
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| 035 |
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|a (OCoLC)990194017
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| 037 |
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|a TANDF_324905
|b Ingram Content Group
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| 082 |
0 |
4 |
|a 332.601
|2 23
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| 049 |
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|a UAMI
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| 100 |
1 |
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|a Roncalli, Thierry.
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| 245 |
1 |
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|a Introduction to risk parity and budgeting /
|c Thierry Roncalli.
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| 264 |
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1 |
|a [Place of publication not identified] :
|b Chapman and Hall/CRC,
|c 2016.
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| 300 |
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|a 1 online resource :
|b illustrations.
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| 336 |
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
|b c
|2 rdamedia
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| 338 |
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|a online resource
|b cr
|2 rdacarrier
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| 490 |
0 |
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|a Chapman & Hall/CRC financial mathematics series
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| 505 |
0 |
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|a From Portfolio Optimization to Risk Parity; Modern Portfolio Theory; From optimized portfolios to the market portfolio; Practice of portfolio optimization Risk Budgeting Approach; Risk allocation principle; Analysis of risk budgeting portfolios; Special case: the ERC portfolio; Risk budgeting versus weight budgeting; Using risk factors instead of assets Applications of the Risk Parity Approach; Risk-Based Indexation; Capitalization-weighted indexation; Alternative-weighted indexation; Some illustrations Application to Bond Portfolios; Some issues in bond management; Bond portfolio management; Some illustrations Risk Parity Applied to Alternative Investments; Case of commodities; Hedge fund strategies Portfolio Allocation with Multi-Asset Classes; Construction of diversified funds; Long-term investment policy; Absolute return and active risk parity Conclusion Appendix A Technical Appendix; Appendix B Tutorial Exercises Bibliography Index.
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| 590 |
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|a O'Reilly
|b O'Reilly Online Learning: Academic/Public Library Edition
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| 650 |
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0 |
|a Portfolio management.
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| 650 |
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0 |
|a Risk management.
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| 650 |
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0 |
|a Budget.
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| 650 |
|
6 |
|a Gestion de portefeuille.
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| 650 |
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6 |
|a Gestion du risque.
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| 650 |
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6 |
|a Budget.
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| 650 |
|
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|a risk management.
|2 aat
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| 650 |
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7 |
|a budgets.
|2 aat
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| 650 |
|
7 |
|a Budget.
|2 fast
|0 (OCoLC)fst00840336
|
| 650 |
|
7 |
|a Portfolio management.
|2 fast
|0 (OCoLC)fst01072072
|
| 650 |
|
7 |
|a Risk management.
|2 fast
|0 (OCoLC)fst01098164
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| 856 |
4 |
0 |
|u https://learning.oreilly.com/library/view/~/9781482207163/?ar
|z Texto completo (Requiere registro previo con correo institucional)
|
| 938 |
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|a YBP Library Services
|b YANK
|n 16853712
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| 994 |
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|a 92
|b IZTAP
|
