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~isPartOf:"Applied economics"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Nota di lavoro / Fondazione Eni Enrico Mattei"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~person:"Menchero, Jose"
~subject:"Deutschland"
~subject:"Portfolio selection"
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Applied economics
Discussion paper series / IZA
Nota di lavoro / Fondazione Eni Enrico Mattei
The journal of portfolio management : a publication of Institutional Investor
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1
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The alpha and beta of risk attribution
Davis, Benjamin
;
Menchero, Jose
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
2
,
pp. 99-107
Persistent link: https://www.econbiz.de/10009669808
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2
Risk contribution is exposure times volatility times correlation : decomposing risk using the x-sigma-rho formula
Menchero, Jose
;
Davis, Benjamin
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
2
,
pp. 97-106
Persistent link: https://www.econbiz.de/10009273909
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