Investing across periods with Mahalanobis distances
Year of publication: |
March 2017
|
---|---|
Authors: | Sénéchal, Edouard ; Singer, Brian |
Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 6.2017, 2, p. 41-62
|
Subject: | portfolio choice | investment decisions | risk management | asset allocation | Mahalanobis distances | risk budgeting | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Kapitalanlage | Financial investment |
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