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Risk Budgeting and Diversification Based on Optimized Uncorrelated Factors · Study

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PreprintRisk Budgeting and Diversification Based on Optimized Uncorrelated Factors

Attilio Meucci2013

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Preprintgreen2013

Risk Budgeting and Diversification Based on Optimized Uncorrelated Factors

Attilio Meucci · Alberto Santangelo · Romain Deguest

46 citations·0/0 files stored·SSRN Electronic Journal

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

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2016Introduction to Risk Parity and Budgeting

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2016On entropy and portfolio diversification

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Year2013

Typepreprint

Published2013-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations46

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.2139/ssrn.2276632

openalex_workW2586540968

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