Least-Squares Approach to Risk Parity in Portfolio Selection
Year of publication: |
2016
|
---|---|
Authors: | Bai, Xi |
Other Persons: | Scheinberg, Katya (contributor) ; Tutuncu, Reha (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (27 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Quantitative Finance, Volume 16, Issue 3, 2016 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 21, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2343406 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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