The properties of equally weighted risk contribution portfolios
Year of publication: |
2010
|
---|---|
Authors: | Maillard, Sébastien ; Roncalli, Thierry ; Teïletche, Jérôme |
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. 36.2009/10, 4, p. 60-70
|
Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Theorie | Theory | Rohstoffmarkt | Commodity market | Agrarmarkt | Agricultural market |
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