Risk Budgeting and Diversification Based on Optimized Uncorrelated Factors
Year of publication: |
2015
|
---|---|
Authors: | Meucci, Attilio |
Other Persons: | Santangelo, Alberto (contributor) ; Deguest, Romain (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Diversifikation | Diversification | Theorie | Theory |
Extent: | 1 Online-Ressource (18 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 10, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2276632 [DOI] |
Classification: | C1 - Econometric and Statistical Methods: General ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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