Minimum risk versus capital and risk diversification strategies for portfolio construction
Francesco Cesarone & Stefano Colucci
| Year of publication: |
2018
|
|---|---|
| Authors: | Cesarone, Francesco ; Colucci, Stefano |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 69.2018, 2, p. 183-200
|
| Subject: | Finance | portfolio optimization | risk parity | asset allocation | risk diversification | conditional value-at-risk | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Risikomaß | Risk measure | Risiko | Risk | Theorie | Theory | Diversifikation | Diversification |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41274-017-0216-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012224472