SIMPLE AND ROBUST RISK BUDGETING WITH EXPECTED SHORTFALL
| Year of publication: |
2011
|
|---|---|
| Authors: | Philips, Thomas ; Liu, Michael |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 38.2011, 1, p. 78-91
|