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An alternative approach to alternative beta
Roncalli, Thierry; Teïletche, Jérôme - In: Journal / The Capco Institute : journal of financial … 24 (2008), pp. 43-52
Persistent link: https://www.econbiz.de/10003825488
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The properties of equally weighted risk contribution portfolios
Maillard, Sébastien; Roncalli, Thierry; Teïletche, … - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 60-70
Persistent link: https://www.econbiz.de/10008652158
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THE PROPERTIES OF EQUALLY WEIGHTED RISK CONTRIBUTION PORTFOLIOS
Maillard, Sébastien; Roncalli, Thierry; Teïletche, … - In: The journal of portfolio management : a publication of … 36 (2010) 4, pp. 60-71
Persistent link: https://www.econbiz.de/10008445483