Читать книгу Advanced Portfolio Management - Giuseppe A. Paleologo - Страница 8

 What will you learn here: A very gentle introduction to factor models, starting with the simplest example of a model, which you probably already know. And how risk estimation, performance attribution and hedging can be performed using this simple approach.

 Why do you need it: Because the themes I introduce here will return over and over again throughout the book, from simple heuristics to advanced optimizations.

 When will you need this: Always. This will become your second nature. You will break the ice at cocktail parties mentioning how much risk decomposition helped you in your life.