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Risk budgeting 1 alternative indexation 1 concentration 1 diversification 1 equal risk contribution 1 risk management 1 risk parity 1 risk-based allocation 1 strategic asset allocation 1
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Free 1
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Book / Working Paper 1
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Undetermined 1
Author
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Bruder, Benjamin 1 Roncalli, Thierry 1
Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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MPRA Paper 1
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RePEc 1
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Managing risk exposures using the risk budgeting approach
Bruder, Benjamin; Roncalli, Thierry - Volkswirtschaftliche Fakultät, … - 2012
The ongoing economic crisis has profoundly changed the industry of the asset management, by putting risk management at the heart of most investment processes. This new risk-based investment style does not rely on returns forecasts and is therefore assumed to be more robust. In 2011, it has...
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