Search results for ‘Thierry Roncalli’

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      Cover image for Introduction to Risk Parity and Budgeting
      Paperback
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      Introduction to Risk Parity and Budgeting

      Thierry Roncalli

      Written by a well-known expert of asset management and risk parity, this book provides an up-to-date treatment of the risk parity approach, an alternative method to Markowitz optimization. It builds…

      $96.99

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      Cover image for Handbook of Financial Risk Management
      Hardback
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      Handbook of Financial Risk Management

      Thierry Roncalli (Lyxor Asset Management, Paris, France)

      Handbook of Financial Risk Management offers readers the chance to develop a sound understanding of financial products and the mathematical models that drive them, exploring in detail where the risks…

      $1305.99

      Available to order, ships in approx 4 weeksAvailable to order

      Cover image for Introduction to Risk Parity and Budgeting
      Hardback
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      Introduction to Risk Parity and Budgeting

      Thierry Roncalli (Lyxor Asset Management, Paris, France)

      Although portfolio management didn’t change much during the 40 years after the seminal works of Markowitz and Sharpe, the development of risk budgeting techniques marked an important milestone in the…

      $174.99

      Available to order, ships in approx 2 weeksAvailable to order