The Use of Risk Budgets in Portfolio Optimization
Risk budgeting models set risk diversification as objective in portfolio allocation and are mainly promoted from the asset management industry. Albina Unger examines the portfolios based on different risk measures in several aspects from the academic perspective (Utility, Performance, Risk, Differen...
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| Materialtyp: | Bok |
| Språk: | English |
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Springer
2015
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| Länkar: | https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/59374 |
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| Thư viện lưu trữ: | Thư viện Trường Đại học Đà Lạt |
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