Managing risk exposures using the risk budgeting approach
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More about this item
KeywordsRisk budgeting; risk management; risk-based allocation; equal risk contribution; diversification; concentration; risk parity; alternative indexation; strategic asset allocation;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
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