विधियों की तुलना करें
चुनी हुई विधियों की आमने-सामने समीक्षा करें; भिन्नता वाली पंक्तियाँ रेखांकित हैं।
| जोखिम समता (समान जोखिम अंशदान) पोर्टफोलियो मॉडल× | ब्लैक-लिटरमैन पोर्टफोलियो मॉडल× | |
|---|---|---|
| क्षेत्र | वित्त | वित्त |
| परिवार | Regression model | Regression model |
| उद्भव वर्ष≠ | 2010 | 1992 |
| प्रवर्तक≠ | Maillard, Roncalli & Teïletche (2010); popularised by Qian (2005) and Bridgewater All Weather | Fischer Black & Robert Litterman |
| प्रकार≠ | Portfolio weighting model (risk budgeting) | Bayesian portfolio allocation model |
| मौलिक स्रोत≠ | Maillard, S., Roncalli, T. & Teïletche, J. (2010). The Properties of Equally Weighted Risk Contribution Portfolios. Journal of Portfolio Management, 36(4), 60–70. DOI ↗ | Black, F. & Litterman, R. (1992). Global Portfolio Optimization. Financial Analysts Journal, 48(5), 28-43. DOI ↗ |
| उपनाम≠ | equal risk contribution, ERC portfolio, risk budgeting, All Weather strategy | Black-Litterman, BL model, Black-Litterman Portföy Modeli |
| संबंधित≠ | 3 | 5 |
| सारांश≠ | Risk parity is a portfolio weighting model, formalised by Maillard, Roncalli and Teïletche (2010), in which every asset contributes an equal share of the total portfolio risk. It needs only the covariance (risk) structure of the assets and no forecast of expected returns, and it underpins Bridgewater's All Weather strategy. | The Black-Litterman model, introduced by Fischer Black and Robert Litterman in 1992, is a Bayesian portfolio allocation framework that blends market-equilibrium returns with an investor's own views to produce more stable, intuitive portfolios. It was designed to cure the extreme concentration and input sensitivity of classical Markowitz mean-variance optimisation. |
| ScholarGateडेटासेट ↗ |
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