The use of risk budgets in portfolio optimization /
Risk budgeting models set risk diversification as objective in portfolio allocation and are mainly promoted from the asset management industry. Albina Unger examines the portfolios based on different risk measures in several aspects from the academic perspective (Utility, Performance, Risk, Differen...
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| Format: | eBook |
| Language: | English |
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Wiesbaden
Springer Fachmedien Wiesbaden Imprint: Springer Gabler,
2015.
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| Online Access: | Click here to view the full text content |
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