Conditional risk-based portfolio
Year of publication: |
2019
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Authors: | Caillé, Olessia ; Onori, Daria |
Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 40.2019, 2, p. 77-117
|
Subject: | Risk-based investment strategies | conditional risk measures | minimum variance | maximum diversification | equal risk contribution | risk parity | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure | Risiko | Risk | Diversifikation | Diversification |
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