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  • Search: subject:"risk-based indexing"
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Year of publication
Subject
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Equal Risk Contribution 2 Portfolio selection 2 Portfolio-Management 2 Risiko 2 Risikomanagement 2 Risikoprämie 2 Risk 2 Risk Measure 2 Risk Parity 2 Risk management 2 Risk premium 2 Risk-Based Indexing 2 Smart Beta 2 Alternative Corporate Bond Index 1 Capital income 1 Corporate bond 1 Index-linked bond 1 Indexanleihe 1 Kapitaleinkommen 1 Public bond 1 Risiko-Ertrags-Verhältnis 1 Risikomaß 1 Risk measure 1 Risk-return tradeoff 1 Smart beta 1 Sovereign Bonds 1 Term Structure 1 Theorie 1 Theory 1 Unternehmensanleihe 1 Yield Curve 1 Yield curve 1 Zinsstruktur 1 diversification 1 equal risk contribution portfolio 1 equally weighted portfolio 1 liquidity 1 low beta anomaly 1 low volatility anomaly 1 minimum variance portfolio 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 3
Type of publication (narrower categories)
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Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2
Language
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English 2 Undetermined 1
Author
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Stagnol, Lauren 2 Cazalet, Zelia 1 Grison, Pierre 1 Roncalli, Thierry 1
Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Document de travail 2 MPRA Paper 1
Source
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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Introducing global term structure in a risk parity framework
Stagnol, Lauren - 2017
Persistent link: https://www.econbiz.de/10011738994
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The risk parity principle applied on a corporate bond index using Duration Times Spread
Stagnol, Lauren - 2016
Persistent link: https://www.econbiz.de/10011737204
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The Smart Beta Indexing Puzzle
Cazalet, Zelia; Grison, Pierre; Roncalli, Thierry - Volkswirtschaftliche Fakultät, … - 2013
In this article, we consider smart beta indexing, which is an alternative to capitalization-weighted (CW) indexing. In particular, we focus on risk-based (RB) indexing, the aim of which is to capture the equity risk premium more effectively. To achieve this, portfolios are built which are more...
Persistent link: https://www.econbiz.de/10011111866
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