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Found 2 from your keywords: author="UNGER, Albina"
cover
The Use of Risk Budgets in Portfolio Optimization
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UNGER, Albina

Risk budgeting models set risk diversification as objective in portfolio allocation and are mainly promoted from the asset management industry. Albina Unger examines the portfolios based on different risk measures in several aspects from the academic perspective (Utility, Performance, Risk, Different Market Phases, Robustness, and Factor Exposures) to investigate the use of these models for ass…

Edition
-
ISBN/ISSN
978-3-658-07259-9
Collation
-
Series Title
-
Call Number
-
cover
The Use of Risk Budgets in Portfolio Optimization
Comment Share
UNGER, Albina

Risk budgeting models set risk diversification as objective in portfolio allocation and are mainly promoted from the asset management industry. Albina Unger examines the portfolios based on different risk measures in several aspects from the academic perspective (Utility, Performance, Risk, Different Market Phases, Robustness, and Factor Exposures) to investigate the use of these models for ass…

Edition
-
ISBN/ISSN
978-3-658-07259-9
Collation
-
Series Title
-
Call Number
-