Work

Trend-Following, Risk-Parity and the Influence of Correlations

Year: 2015

Type: book-chapter

Source: Elsevier eBooks

Parent work: Risk-Based and Factor Investing

DOI: 10.1016/b978-1-78548-008-9.50003-4

Author: Nick Baltas

Institutions: Goldman Sachs (United States), Imperial College London

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2173983479

FWCI: 11.53

Cites: 53

Cited by: 23

Related to: 10