Proverbial baskets are uncorrelated risk factors! : a factor-based framework for measuring and managing diversification in multi-asset investment solutions
Lionel Martellini and Vincent Milhau
| Year of publication: |
2018
|
|---|---|
| Authors: | Martellini, Lionel ; Milhau, Vincent |
| 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. 44.2018, 2, p. 8-22
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomanagement | Risk management | Risiko | Risk | Messung | Measurement |
| 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/10011879608