Risk parity optimality
Year of publication: |
2015
|
---|---|
Authors: | Fisher, Gregg S. ; Maymin, Philip Z. ; Maymin, Zakhar G. |
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. 41.2015, 2, p. 42-56
|
Subject: | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Risiko | Risk | Theorie | Theory | Zinsparität | Interest rate parity | Kaufkraftparität | Purchasing power parity |
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