Work

Risk Budgeting and Diversification Based on Optimized Uncorrelated Factors

Year: 2013

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2276632

Authors: Attilio Meucci, Alberto Santangelo, Romain Deguest

Institution: Institut d'Economie Scientifique Et de Gestion

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: W2586540968

Cites: 2

Cited by: 46

Related to: 10