Model Portfolio Parisium (Sumbangan Risiko Sama)
Parisium ialah model pemberat portfolio, yang diformalkan oleh Maillard, Roncalli dan Teïletche (2010), di mana setiap aset menyumbang bahagian risiko portfolio yang sama. Ia hanya memerlukan struktur kovarians (risiko) aset dan tiada ramalan pulangan jangkaan, dan ia mendasari strategi All Weather Bridgewater.
Baca kaedah sepenuhnya
Log masuk dengan akaun percuma untuk membaca bahagian ini.
Method map
The neighbourhood of related methods — select a node to explore.
Sumber
- Maillard, S., Roncalli, T. & Teïletche, J. (2010). The Properties of Equally Weighted Risk Contribution Portfolios. Journal of Portfolio Management, 36(4), 60–70. DOI: 10.3905/jpm.2010.36.4.060 ↗
- Qian, E. (2005). Risk Parity Portfolios: Efficient Portfolios Through True Diversification. PanAgora Asset Management. link ↗
Cara memetik halaman ini
ScholarGate. (2026, June 1). Risk Parity (Equal Risk Contribution) Portfolio Model. ScholarGate. https://scholargate.app/ms/finance/risk-parity-model
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Model Portfolio Black-LittermanKewangan↔ compare
- Ukuran Risiko Ekor (Jangkaan Kerugian Terkurang, Spektral, Ekspektil)Kewangan↔ compare
- Value at Risk (VaR)Kewangan↔ compare
Dirujuk oleh
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