Risk Parity with Flexible Views-Reference-Cited by-同舟云学术

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Risk Parity with Flexible Views

Published:2015 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Medvedev Alexey

Publisher

Elsevier BV

Reference11 articles.

1. Optimal Portfolios from Ordering Information;R Almgren;Journal of Risk,2006

2. Maxmin expected utility with non-unique prior;I Gilboa;Journal of mathematical economics,1989

3. Properties of the Most Diversified Portfolio;Y Choueifaty;Journal of Portfolio Management,2008

4. Robust Portfolio Selection Problems

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Efficient integration of risk premia exposures into equity portfolios;Journal of Asset Management;2017-06-14

2. Efficient Integration of Risk Premia Exposures into Equity Portfolios;SSRN Electronic Journal;2015

3. Active Risk-Based Investing;SSRN Electronic Journal;2015

4. Simple Robust Methodology for Incorporating Views into Portfolio Construction;SSRN Electronic Journal;2015

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