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 financial crisis in 2008. Today, pension funds and institutional investors are using this approach in the development of smart indexing and the redefinition of long-term investment policies. Written by a well-known expert of asset management and risk parity, Introduction to Risk Parity and Budgeting provides an up-to-date treatment of this alternative method to Markowitz optimization. It builds financial exposure to equities and commodities, considers credit risk in the management of bond portfolios, and designs long-term investment policy. The first part of the book gives a theoretical account of portfolio optimization and risk parity. The author discusses modern portfolio theory and offers a comprehensive guide to risk budgeting. Each chapter in the second part presents an application of risk parity to a specific asset class. The text covers risk-based equity indexation (also called smart beta) and shows how to use risk budgeting techniques to manage bond portfolios. It also explores alternative investments, such as commodities and hedge funds, and applies risk parity techniques to multi-asset classes. The book's first appendix provides technical materials on optimization problems, copula functions, and dynamic asset allocation. The second appendix contains 30 tutorial exercises. Solutions to the exercises, slides for instructors, and Gauss computer programs to reproduce the book's examples, tables, and figures are available on the author's website.
2022-12-02 10:47:53 6.6MB Risk Parity Risk Budgeti
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提出了两种新型的准循环低密度奇偶校验(QC-LDPC)的代数构造 代码。 这两种构造是在乘法和乘法上实现的。 两个指定基本矩阵的加性矩阵分散,其中 是基于乘法的 和循环基团。 另外,代码构造中的制作技术可以 也适用于两种构造。 仿真结果表明 本文生成的代码在迭代中表现良好 在AWGN频道上解码。 该代码具有优于 Maykay代码在代码性能的某些方面。 同时, 本文构建的代码在迭代中收敛非常快 解码,这是高吞吐量的重要属性 通讯系统。
2022-03-01 10:47:34 733KB Array dispersion; low-density parity-check(LDPC)
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一种低复杂度和低存储需求的turbo架构LDPC码,熊磊,,本文提出了一种具有低复杂度和低存储需求的并行级联码—并行交织级联Gallager码(PICGC)。PICGC兼具了长LDPC码优秀性能和短LDPC码的低编�
2021-11-07 08:16:16 256KB Low-density parity-check (LDPC) codes
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作者:Sarah J. Johnson(其它的无需详细描述,仅作者的大名只要是搞LDPC研究的人,无人不知) By: Sarah J. Johnson Publisher: Cambridge University Press Pub. Date: November 19, 2009 Print ISBN-13: 978-0-521-87148-8
2021-10-29 11:35:21 2.73MB Turbo LDPC Error Correction
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riskParityPortfolio riskParityPortfolio提供了用于设计风险平价投资组合的工具。 在最简单的形式中,我们考虑了提出的具有唯一解决方案的凸公式,并使用了受启发的循环方法。 对于通常是非凸的更一般的公式,我们采用提出的逐次凸逼近方法。 最新的RiskParityPortfolio稳定版本可从。 可以从获取RiskParityPortfolio的最新开发版本。 在此处查看文档: https : //mirca.github.io/riskParityPortfolio 。 安装 要从CRAN安装最新稳定版本的riskParityPortfolio ,请在R中运行以下命令: > install.packages( " riskParityPortfolio " ) 要从GitHub安装开发版本的riskParityPortfolio ,请在R中运
2021-08-25 15:49:35 18.19MB portfolio optimization risk risk-parity
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OpenEthereum快速且功能丰富的多网络以太坊客户端。 »下载最新版本«目录描述技术概述Bui OpenEthereum快速,功能丰富的多网络以太坊客户端。 »下载最新版本«目录描述技术概述构建3.1构建依赖关系3.2从源代码构建3.3启动OpenEthereum测试文档工具链贡献许可证1.描述构建用于关键任务用途:矿工,服务提供商和交易所需要快速同步,并且最长的正常运行时间。 OpenEthereum提供了spe必不可少的核心基础架构
2021-08-15 17:24:47 2.43MB Rust Cryptocurrencies
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【国外通信教程】Low-Density Parity-Check Codes (Gallager博士)
2021-05-19 16:29:19 632KB 通信技术
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Low Density Parity Check Codes Robert G. Gallager 1963
2021-05-16 18:31:41 640KB Low Density Parity Check
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RAIM_Parity数据(用于基于奇偶矢量法的RAIM): 参考链接:https://michaelbeechan.blog.csdn.net/article/details/116225168
2021-04-29 01:36:40 2.31MB 奇偶矢量 RAIM算法 卫星数据