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Beyond Risk-Based Portfolios: Balancing Performance and Risk Contributions in Asset Allocation

David Ardia, Kris Boudt, Giang Nguyen
Year2016
VenueSSRN Electronic Journal
Typearticle
Citations5
DOI10.2139/ssrn.2819789
OpenAlexW2517942167

Topics

Financial Markets and Investment StrategiesDownloadComputer scienceAsset allocationAsset (computer security)Risk management