Work

The Properties of Equally Weighted Risk Contribution Portfolios

Year: 2010

Type: article

Source: The Journal of Portfolio Management

DOI: 10.3905/jpm.2010.36.4.060

Authors: Sébastien Maillard, Thierry Roncalli, Jérôme Teïletche

Institutions: Université d'Évry Val-d'Essonne, Université Paris Dauphine-PSL

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3124443460

FWCI: 31.25

Cites: 29

Cited by: 752

Related to: 10