Risk parity

Risk parity

Jesse Russell Ronald Cohn

     

бумажная книга



ISBN: 978-5-5106-6027-2

High Quality Content by WIKIPEDIA articles! Risk parity is an alternative approach to investment portfolio management which focuses on allocation of risk rather than allocation of capital. The risk parity approach asserts that when asset allocations are adjusted (leveraged or deleveraged) to the same risk level, the risk parity portfolio has the same expected rate of return as the portfolio with traditional asset allocations.

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