A novel approach to risk parity : diversification across risk factors and market regimes
Chris Kelliher, Avishek Hazrachoudhury and Bill Irving
| Year of publication: |
2022
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|---|---|
| Authors: | Kelliher, Chris ; Hazrachoudhury, Avishek ; Irving, Bill |
| Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 48.2022, 4, p. 73-90
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| Subject: | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Diversifikation | Diversification |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jpm.2022.1.327 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013175514