Work

An integrated risk-budgeting approach for multi-strategy equity portfolios

Year: 2014

Type: article

Source: Journal of Asset Management

DOI: 10.1057/jam.2014.11

Authors: Raul Leote de Carvalho, Xiao Lu, Pierre Moulin

Institution: BNP Paribas (France)

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: W2017716982

FWCI: 1.073

Cites: 45

Cited by: 5

Related to: 10