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Risk Parity Fundamentals. リスク・パリティの基礎
・ISBN 978-1-4987-3879-8 2016 hard GB£ 83.99
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・ISBN 978-1-032-92542-4 2024 paper GB£ 50.99
￥16,153.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-0-429-15601-4
| 著者・編者 | Qian, Edward E., |
|---|---|
| 出版社 | (Chapman & Hall / CRC, US) |
| ページ数 | 246 pp. |
| 言語 | ENG |
| ニュース番号 | ＜629-563＞ |
解説
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.