Name
Title | ||
|---|---|---|
Minimum Risk vs. Capital and Risk Diversification Strategies for Portfolio Construction |
Year | DOI | Venue |
|---|---|---|
2018 | 10.2139/ssrn.2552455 | JORS |
Keywords | Field | DocType |
portfolio optimization,conditional value at risk,asset allocation,risk parity,diversification | Financial risk management,Diversification (finance),Risk parity,Actuarial science,Computer science,Modern portfolio theory,Capital asset pricing model,Portfolio,Portfolio optimization,Expected shortfall | Journal |
Volume | Issue | Citations |
69 | 2 | 0 |
PageRank | References | Authors |
0.34 | 5 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Francesco Cesarone | 1 | 52 | 3.97 |
| stefano colucci | 2 | 0 | 0.34 |