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Beyond risk-based portfolios: Balancing performance and risk contributions in asset allocation

David Ardia, Kris Boudt & Giang Nguyen

Abstract
   
Keywords
   
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 Journal article (English)
Date of appearance 2018
Journal Quantitative Finance
Volume 18
Issue 8
Pages 1249-1259
URL https://doi.org/10.1080/14697688.2018.1424349
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