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

Author(s)

Chaire de gestion des risques financiers

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)

Dynamic proportion portfolio insurance, smart beta investing and market impact

Publication type

journal article

Identifiers

https://libra.unine.ch/handle/20.500.14713/63597

DOI

10.1080/14697688.2018.1424349

File(s)

Name

Beyond risk based portfolios balancing performance and risk contributions in asset allocation.pdf

Type

Main Article

Size

974.42 KB

Format

Adobe PDF