What's the big deal about Risk Parity?
Anna Agapova, Robert Ferguson, Dean Leistikow, Danny Meidan
| Year of publication: |
September 2017
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|---|---|
| Authors: | Agapova, Anna ; Ferguson, Robert ; Leistikow, Dean ; Meidan, Danny |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 18.2017, 5, p. 341-346
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| Subject: | Risk | Parity | Sharpe ratio | optimal portfolio | Portfolio-Management | Portfolio selection | Risiko | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-016-0037-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704535