Risk budgeting using a generalized diversity index
Author:
Publisher
Springer Science and Business Media LLC
Subject
Information Systems and Management,Strategy and Management,Business and International Management
Link
https://link.springer.com/content/pdf/10.1057/s41260-023-00326-z.pdf
Reference72 articles.
1. Amato, L. and H. Lohre. 2020. “Diversifying Macroeconomic Factors-For Better or for Worse,” Available at SSRN 3730154.
2. Asness, C.S., A. Frazzini, and L.H. Pedersen. 2012. Leverage aversion and risk parity. Financial Analysts Journal 68: 47–59.
3. Baitinger, E., A. Dragosch, and A. Topalova. 2017. Extending the Risk Parity Approach to Higher Moments: Is There Any Value Added? The Journal of Portfolio Management 43: 24–36.
4. Bakker, M.G., J.M. Chaparro, D.K. Manter, and J.M. Vivanco. 2015. Impacts of bulk soil microbial community structure on rhizosphere microbiomes of Zea mays. Plant and Soil 392: 115–126.
5. Bellini, F., F. Cesarone, C. Colombo, and F. Tardella. 2021. Risk parity with expectiles. European Journal of Operational Research 291: 1149–1163.
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