THE PROPERTIES OF EQUALLY WEIGHTED RISK CONTRIBUTION PORTFOLIOS
Year of publication: |
2010
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Authors: | Maillard, Sébastien ; Roncalli, Thierry ; Teïletche, Jérôme |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 36.2010, 4, p. 60-71
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