Toward conditional risk parity : improving risk budgeting techniques in changing economic environments
Year of publication: |
2015
|
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Authors: | Martellini, Lionel ; Milhau, Vincent ; Tarelli, Andrea |
Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 18.2015/16, 1, p. 48-64
|
Subject: | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Volatilität | Volatility | Zinsstruktur | Yield curve |
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