EQUITY PORTFOLIO MANAGEMENT - Implementing Optimal Risk Budgeting - Risk budgeting has become a buzzword. While there may be no generally accepted definition or approaches for implementation, the underlying concept of risk budgeting remains sound and relevant. Defining risk as "uncertainty of alpha," the authors argue that successful implementation of risk budgeting requires assessment of the ...
| Year of publication: |
2001
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| Authors: | Lee, Wai ; Lam, Daniel Y. |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 28.2001, 1, p. 73-80
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