Author:
Blitz David C.,Hottinga Jouke
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Cited by
15 articles.
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2. Fuzzy Factors and Asset Allocation;The Journal of Portfolio Management;2021-02-02
3. Adaptive Optimal Risk Budgeting;The Journal of Portfolio Management;2020-03-06
4. A 'Smart' Alpha Overlay;SSRN Electronic Journal;2015
5. Simple and Robust Risk Budgeting with ExpectedShortfall;The Journal of Portfolio Management;2011-10-31