The risk parity portfolio and the low-risk asset anomaly
Year of publication: |
2013
|
---|---|
Authors: | Omori, Kozo |
Published in: |
Public policy review. - Tokyo, ISSN 1880-0955, ZDB-ID 2192826-5. - Vol. 9.2013, 3, p. 491-513
|
Subject: | risk allocation | low-risk asset anomaly | CAPM | market portfolio | Theorie | Theory | Portfolio-Management | Portfolio selection | Risiko | Risk | Kapitalanlage | Financial investment | Risikomanagement | Risk management | Finanzmarkt | Financial market |
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