Extending the risk parity approach to higher moments : is there any value added?
Eduard Baitinger, André Dragosch, and Anastasia Topalova
| Year of publication: |
2017
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|---|---|
| Authors: | Baitinger, Eduard ; Dragosch, André ; Topalova, Anastasia |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 43.2017, 2, p. 24-36
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| Subject: | Kaufkraftparität | Purchasing power parity | Wechselkurs | Exchange rate | USA | United States | Theorie | Theory |
| 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/10011687247