Risk budgeting portfolios from simulations (Q6096628)

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scientific article; zbMATH DE number 7737918
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English
Risk budgeting portfolios from simulations
scientific article; zbMATH DE number 7737918

    Statements

    title
    Risk budgeting portfolios from simulations (English)
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    publication date
    15 September 2023
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    zbMATH Keywords
    portfolio optimisation
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    risk parity
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    coherent risk measures
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    stochastic optimisation
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    cites work
    Q3126752
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    Q2847378
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    Identifiers

    arXiv ID
    2302.01196
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    zbMATH DE Number
    7737918
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