Chapman and Hall/CRC
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 deepening of the relationship between risk and asset management. Risk parity then became a popular financial model of investment after the global fina
From Portfolio Optimization to Risk Parity: Modern Portfolio Theory. Risk Budgeting Approach. Applications of the Risk Parity Approach: Risk-Based Indexation. Application to Bond Portfolios. Risk Parity Applied to Alternative Investments. Portfolio Allocation with Multi-Asset Classes. Conclusion. Appendices. Bibliography. Index.