Work

Leverage Aversion and Risk Parity

Year: 2012

Type: article

Source: Financial Analysts Journal

DOI: 10.2469/faj.v68.n1.1

Authors: Clifford S. Asness, Andrea Frazzini, Lasse H. Pedersen

Institution: New York University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2142272528

FWCI: 53.02

Cites: 28

Cited by: 322

Related to: 8