Portfolio and risk management books
I am a complete noob when it comes to portfolio and risk management. I am currently a global macro analyst at a boutique research shop. But, saying in my report that clients should go long country X, and short country Y on a 12-month time horizon is probably really different than actually implementing that position in the context of other existing positions.
So, do you guys have any book recommendation regarding portfolio construction, allocation and risk management? For example, I am currently implementing the equal risk contribution technique, from an academic paper title (On the properties of equally-weighted risk contributions portfolios - Maillard, Roncalli et al) in Python (for fun), and I am wondering if there is a book or books where there are more strategies laid down like this.
My goal is to move away from being a strategist to actually taking/managing risks at a fund.