The risk in risk parity : a factor-based analysis of asset-based risk parity
Vineer Bhansali, Josh Davis, Graham Rennison, Jason Hsu, and Feifei Li
| Year of publication: |
2012
|
|---|---|
| Authors: | Bhansali, Vineer ; Davis, Joshua M. ; Rennison, Graham ; Hsu, Jason C. ; Li, Feifei |
| Published in: |
The journal of investing. - New York, NY : Pageant Media, ISSN 1068-0896, ZDB-ID 1359366-3. - Vol. 21.2012, 3, p. 102-110
|
| Subject: | Risiko | Risk | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009672546