Model portfolija jednakog učešća u riziku (jednak doprinos riziku)
Paritet rizika je model ponderisanja portfolija, formalizovan od strane Maillarda, Roncallija i Teïletchea (2010), u kojem svaka imovina doprinosi jednakim udelom ukupnom riziku portfolija. Potreban je samo kovarijantni (rizik) struktur imovine i nema prognoze očekivanih prinosa, a on čini osnovu Bridgewterove strategije All Weather.
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Method map
The neighbourhood of related methods — select a node to explore.
Izvori
- 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 ↗
Kako citirati ovu stranicu
ScholarGate. (2026, June 1). Risk Parity (Equal Risk Contribution) Portfolio Model. ScholarGate. https://scholargate.app/sr/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 Црног-Литермана za portfeljFinansije↔ compare
- Mere rizika repa (očekivani deficit, spektralne, ekspektilne)Finansije↔ compare
- Вредност у ризику (VaR)Finansije↔ compare
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