The impact of sectorial and geographical segmentation on risk-based asset allocation techniques
Ignazio Basile, Pierpaolo Ferrari, Guido Abate
| Year of publication: |
2019
|
|---|---|
| Authors: | Basile, Ignazio ; Ferrari, Pierpaolo ; Abate, Guido |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 16.2019, 3, p. 260-274
|
| Subject: | equal weighting | geographic indices | global minimum variance | maximum diversification | risk parity | risk-based strategies | sector indices | Portfolio-Management | Portfolio selection | Theorie | Theory | Diversifikation | Diversification | Risiko | Risk | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in ukrainischer Sprache |
| Other identifiers: | 10.21511/imfi.16(3).2019.24 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012159395