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Hierarchical risk budgeting
Koumou, Gilles Boevi, (2024)
Climate-aware risk budgeting
Jacobsen, Brian, (2022)
The impact of systemic risk on the diversification benefits of a risk portfolio
Busse, Marc, (2014)
From risk premia to smart betas : a unified framework
Da Silva, Alexandre Schutel, (2017)
The Black-Litterman model for active portfolio management
Silva, Alexandre S. da, (2009)
Implementable tail risk management : an empirical analysis of CVaR-optimized carry trade portfolios
Kaya, Hakan, (2011)