Risk parity and beyond : from asset allocation to risk allocation decisions
Year of publication: |
2022
|
---|---|
Authors: | Deguest, Romain ; Martellini, Lionel ; Meucci, Attilio |
Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 48.2022, 4, p. 108-135
|
Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Risikomanagement | Risk management |
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