A risk-based approach to construct multi asset portfolio solutions
Peter Warken and Christian Hille
| Year of publication: |
March 2018
|
|---|---|
| Authors: | Warken, Peter ; Hille, Christian |
| Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 7.2018, 2, p. 33-51
|
| Subject: | risk parity | cluster | optimization | asset allocation | diversification | portfolio | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOIS.2017.096 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011880144