SMEAL WIKI

Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation

David Ardia, Kris Boudt, Giang Nguyen
Year2018
VenueQuantitative Finance
Typearticle
Citations9
DOI10.1080/14697688.2018.1424349
OpenAlexW3123503864

Topics

Financial Markets and Investment StrategiesAsset allocationEconomicsEconometricsRisk managementFinancial economics