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

Author(s)
Boudt, Kris
Nguyen, Giang
Date issued
2018
In
Quantitative Finance
Vol
8
No
18
From page
1249
To page
1259
Reviewed by peer
1
Project(s)
Publication type
journal article
Identifiers
https://libra.unine.ch/handle/20.500.14713/63597
DOI
10.1080/14697688.2018.1424349
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