Risk budgeting portfolios from simulations (Q6096628)
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scientific article; zbMATH DE number 7737918
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk budgeting portfolios from simulations |
scientific article; zbMATH DE number 7737918 |
Statements
Risk budgeting portfolios from simulations (English)
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15 September 2023
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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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