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《基于风险的资产配置策略》蒂里·龙嘉利著定价:68.00元本书深入剖析了传统的马克维茨投资模型,指出了其中隐藏的问题,提出了基于风险预算的改进模型,系统全面阐述了风险均衡和风险预算技术的特点和优越性,介绍了风险均衡方法在特定资产类别中的实践应用,诸如风险的权益类指数、债券组合管理、商品和对冲基金等另类投资管理、多重资产的组合配置等。本书为金融从业者从风险管控的角度更好地管理资产提供了一项新选择。
“Risk-Based Asset Allocation Strategy” by Timothy Long Price: $ 68.00 Book depth analysis of the traditional Markowitz investment model, pointed out the hidden problems, put forward an improved model based on risk budget, a comprehensive system The characteristics and superiority of risk equalization and risk budget techniques are expounded. Practical applications of risk equalization methods in specific asset classes are introduced, such as risk equity index, bond portfolio management, alternative investment management such as commodities and hedge funds, multi-asset The combination of configuration and so on. This book offers a new option for financial practitioners to better manage their assets from a risk-management perspective.