Bertrand, Philippe; Lapointe, Vincent - In: International Review of Financial Analysis 38 (2015) C, pp. 175-190
Risk-based allocation strategies, also known as Smart Beta allocations, define the weights of assets in portfolios as functions of the individual and common asset risk. In this paper we focus on the Minimum Variance (MV), Maximum Diversification (MD), Equal Risk Contribution (ERC) and...
