On the robustness of risk-based asset allocations
Thorsten Poddig; Albina Unger
| Year of publication: |
2012
|
|---|---|
| Authors: | Poddig, Thorsten ; Unger, Albina |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 26.2012, 3, p. 369-401
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| Subject: | Asset allocation | Risk contributions | Minimum variance | Portfolio diversification | Principal component portfolios | Maximum entropy | Naive portfolios | Estimation error | Portfolio-Management | Portfolio selection | Entropie | Entropy | Kapitalanlage | Financial investment | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | Risikomaß | Risk measure | Risiko | Risk | Varianzanalyse | Analysis of variance |
| Extent: | graph. Darst. |
|---|---|
| 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/10009623472