A macro risk-based approach to alternative risk premia allocation
chapter written by Olivier Blin, Florian Ielpo, Joan Lee and Jérôme Teiletche
| Year of publication: |
2017
|
|---|---|
| Authors: | Blin, Olivier ; Ielpo, Florian ; Lee, Joan ; Teïletche, Jérôme |
| Published in: |
Factor investing : from traditional to alternative risk premia. - London, UK : ISTE Press, ISBN 978-1-78548-201-4. - 2017, p. 285-316
|
| Subject: | Risikoprämie | Risk premium | Risikomanagement | Risk management | Theorie | Theory | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011796429