HOT SPOTS AND HEDGES (I) - How to break up a portfolio's risks into the risks of its component assets and positions. The first of two articles.
| Year of publication: |
1997
|
|---|---|
| Authors: | Litterman, Robert |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 10.1997, 3, p. 42-46
|