The role of correlation in risk profile portfolios
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DOI: 10.1057/s41260-016-0026-3
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- Barroso, Pedro & Santa-Clara, Pedro, 2015. "Momentum has its moments," Journal of Financial Economics, Elsevier, vol. 116(1), pages 111-120.
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More about this item
Keywords
balanced portfolios; risk control; risk contribution; correlation;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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