Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation
Year of publication: |
August 2018
|
---|---|
Authors: | Ardia, David ; Boudt, Kris ; Nguyen, Giang |
Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 8, p. 1249-1259
|
Subject: | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Kapitalmarktrendite | Capital market returns | USA | United States | 1988-2015 |
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