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Risk parity fundamentals

Author: Edward E Qian
Publisher: Boca Raton : CRC Press, Taylor & Francis Group, [2016] ©2016
Edition/Format:   Print book : EnglishView all editions and formats

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Document Type: Book
All Authors / Contributors: Edward E Qian
ISBN: 1498738796 9781498738798
OCLC Number: 922920172
Notes: "A Chapman & Hall book."
Description: xvii, 227 pages : illustrations ; 26 cm
Contents: An Introduction to Risk Parity PrincipleRisk contribution and its financial interpretationRisk parityEfficient portfolios through true diversificationThe "Colors" of Risk PremiumsHigh yield as an asset class: equity in bonds' clothingRoll yields, prices, and commodity returnsDo currencies have risk premiums?The "Death" of Interest Rate Risk PremiumAre bond yields too low? Duration, yield volatility, and bond exposureDo forward rates have anything to do with future rates? See the Forest for the TreesSpear and shieldSee the forest for the treesRisk-on risk-off and risk parityThe risk parity conundrum: rising rates and rising returnsNo more risk parity debate?The "Peculiarity" of Risk Parity PortfoliosWho is afraid of leverage?Portfolio rebalancing and diversification returns of leveraged portfoliosBenchmarking risk parityUpside participation and downside protection and risk parity portfolios History Lessons1994After taper tantrum: an improved outlook for risk parityWaiting for the other shoe to drop Is US becoming Japan?Risk parity and inflationThe "Wild West" of Risk ParityAre risk parity managers risk parity?Predicting risk parity managers' performance"Value" of stop-loss investment policiesRisk Parity Everywhere: Much of a Good Thing Is a Great Thing"Go the distance:" a more granular application of risk parity Reaching for yield: the risk parity wayRisk parity as a global macro hedge fundPension liabilities and risk parity
Responsibility: Edward E. Qian, PhD, CFA.


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"Edward Qian has been a significant researcher and practitioner in the area of risk parity, with his efforts extending further back than before he coined the term `risk parity.' Risk Parity Read more...

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