Rethinking portfolio rebalancing : introducing risk contribution rebalancing as an alternative approach to traditional value-based rebalancing strategies
Year of publication: |
2014
|
---|---|
Authors: | Kohler, Alexander ; Wittig, Hagen |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 40.2014, 3, p. 34-46
|
Subject: | Portfolio-Management | Portfolio selection | USA | United States | Risikomanagement | Risk management |
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