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Portfolio Construction and Risk Budgeting · Study

WorkPortfolio Construction and Risk Budgeting

Stephen Satchell2002

Work2002

Portfolio Construction and Risk Budgeting

Stephen Satchell

76 citations·0/0 files stored·Journal of Asset Management

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Risk and Portfolio Optimization Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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2007Can robust portfolio optimisation help to build better portfolios?2020The surprising robustness of dynamic Mean-Variance portfolio optimization to model misspecification errors 2022Allocating to Thematic Investments

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Year2002

Typeother

Published2002-12-01

VenueJournal of Asset Management

ISSN-L1470-8272

Languageen

Citations76

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1057/palgrave.jam.2240082

openalex_workW2013433393

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