Equal Risk Bounding Is Better than Risk Parity for Portfolio Selection
Year of publication: |
2018
|
---|---|
Authors: | Cesarone, Francesco |
Other Persons: | Tardella, Fabio (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Tourismusregion | Tourism destination | Risiko | Risk |
Description of contents: | Abstract [papers.ssrn.com] ; Abstract [doi.org] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Global Optimization, DOI: 10.1007/s10898-016-0477-6 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 24, 2016 erstellt Volltext nicht verfügbar |
Other identifiers: | 10.2139/ssrn.2412559 [DOI] |
Classification: | C6 - Mathematical Methods and Programming ; G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Risk Parity with Fractal Model of Risk
Kamenshchikov, Sergey, (2017)
-
Filtering Noise from Volatility (Portfolio Management, Risk Analysis, et al.)
Izmailov, Alexander, (2014)
-
Enhancing Risk Parity by Including Views
Haesen, Daniel, (2016)
- More ...
-
Linear vs quadratic portfolio selection models with hard real-world constraints
Cesarone, Francesco, (2015)
-
A linear risk-return model for enhanced indexation in portfolio optimization
Bruni, Renato, (2015)
-
A Linear Risk-Return Model for Enhanced Indexation
Bruni, Renato, (2013)
- More ...