Beyond risk-based portfolios: Balancing performance and risk contributions in asset allocation
David Ardia, Kris Boudt & Giang Nguyen
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| Citation | Ardia, D., Boudt, K., & Nguyen, G. (2018). Beyond risk-based portfolios: Balancing performance and risk contributions in asset allocation. Quantitative Finance, 18(8), 1249-1259. |
| Type | Article de périodique (Anglais) |
| Date de publication | 2018 |
| Nom du périodique | Quantitative Finance |
| Volume | 18 |
| Numéro | 8 |
| Pages | 1249-1259 |
| URL | https://doi.org/10.1080/14697688.2018.1424349 |
| Liée au projet | Dynamic proportion portfolio insurance, smart beta invest... |