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Climate-aware risk budgeting
Jacobsen, Brian, (2022)
Hierarchical risk budgeting
Koumou, Gilles Boevi, (2024)
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)
Regimes : nonparametric identification and forecasting
Kaya, Hakan, (2010)