| 000 | 00000cam u2200205 a 4500 | |
| 001 | 000046159063 | |
| 005 | 20230919171508 | |
| 008 | 230919s2022 njua 001 0 eng | |
| 010 | ▼a 2021031557 | |
| 020 | ▼a 9781119812562 ▼q (hardback) | |
| 020 | ▼z 9781119812432 ▼q (adobe pdf) | |
| 020 | ▼z 9781119812425 ▼q (epub) | |
| 035 | ▼a (KERIS)REF000019641981 | |
| 040 | ▼a DLC ▼b eng ▼e rda ▼c DLC ▼d 211009 | |
| 042 | ▼a pcc | |
| 050 | 0 0 | ▼a HD61 ▼b .S389 2022 |
| 082 | 0 0 | ▼a 658.15/5 ▼2 23 |
| 084 | ▼a 658.155 ▼2 DDCK | |
| 090 | ▼a 658.155 ▼b S525r | |
| 100 | 1 | ▼a Shahidi, Alex. |
| 245 | 1 0 | ▼a Risk parity : ▼b how to invest for all market environments / ▼c Alex Shahidi. |
| 260 | ▼a Hoboken, New Jersey : ▼b John Wiley & Sons, Inc., ▼c 2022. | |
| 264 | 1 | ▼a Hoboken, New Jersey : ▼b John Wiley & Sons, Inc., ▼c [2022] |
| 300 | ▼a xxii, 186 p. : ▼b ill. ; ▼c 24 cm. | |
| 336 | ▼a text ▼b txt ▼2 rdacontent | |
| 337 | ▼a unmediated ▼b n ▼2 rdamedia | |
| 338 | ▼a volume ▼b nc ▼2 rdacarrier | |
| 500 | ▼a Includes index. | |
| 505 | 0 | ▼a Introduction -- What is Risk Parity? -- Two Steps to Build a Well-Balanced Portfolio -- Equities -- Treasuries -- TIPS (Treasury Inflation-Protected Securities) -- Commodities -- Other Asset Classes -- Risk Parity Portfolio Summary -- Risk Parity Portfolio Historical Returns -- The Timeliness of Risk Parity -- The Rebalancing Boost -- Efficient Implementation -- When Does Risk Parity Underperform? -- FAQs -- Conclusion. |
| 520 | ▼a "Investors who seek high returns tend to gravitate towards equities. However, this asset class is susceptible to large and frequent losses. Risk parity is a completely different approach to investing. Rather than concentrating in equities, investors pursue a more consistent return by embracing the power of diversification. The RPAR Risk Parity ETF (ticker: RPAR) is the fullest expression of this investment philosophy. By including additional asset classes that have historically performed differently in varying economic environments, RPAR may have the potential to significantly reduce risk without sacrificing returns. The fund will diversify its allocations amongst four asset classes -- equities, commodities, Treasury bonds, and Treasury inflation protected securities (TIPS). Equities tend to do well in a strong economy, while Treasury bonds tend to outperform in a weak economy. Both equities and Treasuries tend to underperform when inflation spikes, so inflation hedging assets, such as commodities and TIPS, should be included to further improve diversification. RPAR then structures each of the four asset classes to target a similar risk and return. By balancing across these exposures, the portfolio mix is designed to potentially produce a less volatile return than any single asset class could on its own. Most portfolios are dangerously positioned today and are at risk of losing significant capital. This book aims to help readers construct better portfolios by introducing them to a logical framework for building a truly balanced asset allocation"--Provided by publisher. | |
| 650 | 0 | ▼a Risk management. |
| 650 | 0 | ▼a Portfolio management. |
| 945 | ▼a ITMT |
Holdings Information
| No. | Location | Call Number | Accession No. | Availability | Due Date | Make a Reservation | Service |
|---|---|---|---|---|---|---|---|
| No. 1 | Location Science & Engineering Library/Sci-Info(Stacks2)/ | Call Number 658.155 S525r | Accession No. 121264077 | Availability Available | Due Date | Make a Reservation | Service |
Contents information
Table of Contents
Foreword ix Preface xi Acknowledgments xiii About the Author xv Introduction xvii Chapter 1 What Is Risk Parity? 1 Chapter 2 Two Steps to Build a Well-Balanced Portfolio 11 Chapter 3 Equities 21 Chapter 4 Treasuries 35 Chapter 5 TIPS 51 Chapter 6 Commodities 63 Chapter 7 Other Asset Classes 75 Chapter 8 Risk Parity Portfolio Summary 89 Chapter 9 Risk Parity Portfolio Historical Returns 99 Chapter 10 The Timeliness of Risk Parity 115 Chapter 11 The Rebalancing Boost 129 Chapter 12 Efficient Implementation 135 Chapter 13 When Does Risk Parity Underperform? 143 Chapter 14 FAQs 155 Chapter 15 Conclusion 173 Index 175
