Risk control through dynamic core-satellite portfolios of ETFs : applications to absolute return funds and tactical asset allocation
Noël Amenc, Felix Goltz, and Adina Grigoriu
| Year of publication: |
2010
|
|---|---|
| Authors: | Amenc, Noël ; Goltz, Felix ; Grigoriu, Adina |
| Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 13.2010/11, 2, p. 47-57
|
| Subject: | Indexderivat | Index derivative | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008696893