Risk parity, maximum diversification, and minimum variance : an analytic perspective
Year of publication: |
2013
|
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Authors: | Clarke, Roger G. ; DeSilva, Harindra ; Thorley, Steven |
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. 39.2013, 3, p. 39-53
|
Subject: | Portfolio-Management | Portfolio selection | Diversifikation | Diversification | Risikomanagement | Risk management | Theorie | Theory | Risiko | Risk |
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