Work

Managing Risk Exposures Using the Risk Budgeting Approach

Year: 2012

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2009778

Authors: Benjamin Bruder, Thierry Roncalli

Institution: Université d'Évry Val-d'Essonne

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: W2104928047

Cites: 33

Cited by: 98

Related to: 10