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Risk Parity Fundamentals
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Risk Parity Fundamentals Hardcover - 2016

by Edward E. Qian


Details

  • Title Risk Parity Fundamentals
  • Author Edward E. Qian
  • Binding Hardcover
  • Edition Hardback
  • Pages 246
  • Volumes 1
  • Language ENG
  • Publisher CRC Press
  • Date 2016-02-23
  • Illustrated Yes
  • Features Bibliography, Illustrated, Index
  • ISBN 9781498738798 / 1498738796
  • Weight 1.4 lbs (0.64 kg)
  • Dimensions 10.1 x 7.1 x 0.8 in (25.65 x 18.03 x 2.03 cm)
  • Library of Congress subjects Risk management, Portfolio management
  • Library of Congress Catalog Number 2015303358
  • Dewey Decimal Code 658.155

About the author

Edward E. Qian, PhD, CFA, is the chief investment officer and head of research of the Multi Asset Group at PanAgora Asset Management. He was previously a postdoctoral researcher in astrophysics at the University of Leiden in the Netherlands, and a National Science Foundation Postdoctoral Mathematical Research Fellow at the Massachusetts Institute of Technology (MIT). Dr. Qian has made substantial contributions to risk parity investment strategies and quantitative equity portfolio management. He coined the term "risk parity" and pioneered the use of portfolio theory for evaluating alpha factors and constructing multifactor models. He is the coauthor of the highly praised Chapman & Hall/CRC book Quantitative Equity Portfolio Management: Modern Techniques and Applications. Dr. Qian earned a BS in mathematics from Peking University and a PhD in applied mathematics from Florida State University.

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Risk Parity Fundamentals
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Risk Parity Fundamentals

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