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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Egile nagusia: Unger, Albina
Formatua: Liburua
Hizkuntza:English
Argitaratua: Springer 2015
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Sarrera elektronikoa:https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/59374
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