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Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation
Ardia, David, Boudt, Kris, Nguyen, GiangLangue:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2018.1424349
Date:
March, 2018
Fichier:
PDF, 838 KB
english, 2018