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Search: subject:"Risk-based portfolios"
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Sharma, Prateek
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Economic benefits of using realized covariance forecasts in
risk-based
portfolios
Sharma, Prateek
;
Vipul
- In:
Applied economics
48
(
2016
)
4/6
,
pp. 502-516
Persistent link: https://www.econbiz.de/10011412934
Saved in:
2
Insights into robust optimization : decomposing into mean-variance and
risk-based
portfolios
Heckel, Thomas
;
Carvalho, Raul Leote de
;
Lu, Xiao
; …
- In:
The journal of investment strategies
6
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011668116
Saved in:
3
Performance of
risk-based
portfolios
under different market conditions : evidence from India
Sharma, Prateek
;
Vipul
- In:
Research in international business and finance
34
(
2015
),
pp. 397-411
Persistent link: https://www.econbiz.de/10011326200
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