Equal risk allocation with carry, value and momentum
Boris Gnedenko and Igor Yelnik
| Year of publication: |
December 2016
|
|---|---|
| Authors: | Gnedenko, Boris ; Yelnik, Igor |
| Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 6.2016, 1, p. 25-45
|
| Subject: | factor investing | momentum | value | carry | trend-following | risk parity | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Risiko | Risk | Risikomanagement | Risk management | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOIS.2016.075 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011668117