Work

On the Financial Interpretation of Risk Contribution: Risk Budgets Do Add Up

Year: 2005

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.684221

Author: Edward E. Qian

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1608758269

Cites: 10

Cited by: 146

Related to: 10