An integrated risk-budgeting approach for multi-strategy equity portfolios
Raul Leote de Carvalho; Xiao Lu; Pierre Moulin
| Year of publication: |
2014
|
|---|---|
| Authors: | Carvalho, Raul Leote de ; Lu, Xiao ; Moulin, Pierre |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 15.2014, 1, p. 24-47
|
| Subject: | multi-factor models | factor investing | quantitative funds | protfolio optimisation | smart beta | Black-Litterman model | Portfolio-Management | Portfolio selection | CAPM | Betafaktor | Beta risk |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010370071