Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation
David Ardia, Kris Boudt and Giang Nguyen
| Year of publication: |
August 2018
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|---|---|
| Authors: | Ardia, David ; Boudt, Kris ; Nguyen, Giang |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 8, p. 1249-1259
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| Subject: | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Kapitalmarktrendite | Capital market returns | USA | United States | 1988-2015 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011911535