Risk-based approaches to asset allocation. Concepts and practical applications

DOI10.1007/978-3-319-24382-5zbMATH Open1351.91003OpenAlexW2497201771MaRDI QIDQ2520752FDOQ2520752

Authors: Maria Debora Braga 

Publication date: 16 December 2016

Published in: SpringerBriefs in Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-24382-5

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Mathematics Subject Classification ID

Portfolio theory (91G10) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Credit risk (91G40)

Cited In (6)

• Managed Futures
• Rao's quadratic entropy and maximum diversification indexation
• Sustainable asset accumulation and dynamic portfolio decisions
• Portfolio management under stress. A Bayesian-net approach to coherent asset allocation
• Kurtosis-based risk parity: methodology and portfolio effects
• Strategic asset allocation with liabilities: beyond stocks and bonds

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