Work

Risk Budgeting: Portfolio Problem Solving with Value-at-Risk

Year: 2002

Type: book

Author: Neil D. Pearson

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W433186804

FWCI: 1.578

Cites:

Cited by: 65

Related to: 10