Constructing risk parity portfolios : rebalance, leverage, or both?
Year of publication: |
2011
|
---|---|
Authors: | Ruban, Oleg ; Melas, Dimitris |
Published in: |
The journal of investing. - New York, NY : Pageant Media, ISSN 1068-0896, ZDB-ID 1359366-3. - Vol. 20.2011, 1, p. 99-107
|
Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Risikomanagement | Risk management | Kapitalstruktur | Capital structure |
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