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Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation

(2018) QUANTITATIVE FINANCE. 18(8). p.1249-1259
Author
Organization
Keywords
SELECTION, RETURNS, 1/N

Citation

Please use this url to cite or link to this publication:

MLA
Ardia, David, et al. “Beyond Risk-Based Portfolios: Balancing Performance and Risk Contributions in Asset Allocation.” QUANTITATIVE FINANCE, vol. 18, no. 8, 2018, pp. 1249–59, doi:10.1080/14697688.2018.1424349.
APA
Ardia, D., Boudt, K., & Nguyen, G. (2018). Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation. QUANTITATIVE FINANCE, 18(8), 1249–1259. https://doi.org/10.1080/14697688.2018.1424349
Chicago author-date
Ardia, David, Kris Boudt, and Giang Nguyen. 2018. “Beyond Risk-Based Portfolios: Balancing Performance and Risk Contributions in Asset Allocation.” QUANTITATIVE FINANCE 18 (8): 1249–59. https://doi.org/10.1080/14697688.2018.1424349.
Chicago author-date (all authors)
Ardia, David, Kris Boudt, and Giang Nguyen. 2018. “Beyond Risk-Based Portfolios: Balancing Performance and Risk Contributions in Asset Allocation.” QUANTITATIVE FINANCE 18 (8): 1249–1259. doi:10.1080/14697688.2018.1424349.
Vancouver
1.
Ardia D, Boudt K, Nguyen G. Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation. QUANTITATIVE FINANCE. 2018;18(8):1249–59.
IEEE
[1]
D. Ardia, K. Boudt, and G. Nguyen, “Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation,” QUANTITATIVE FINANCE, vol. 18, no. 8, pp. 1249–1259, 2018.
@article{8600210,
  author       = {{Ardia, David and Boudt, Kris and Nguyen, Giang}},
  issn         = {{1469-7688}},
  journal      = {{QUANTITATIVE FINANCE}},
  keywords     = {{SELECTION,RETURNS,1/N}},
  language     = {{eng}},
  number       = {{8}},
  pages        = {{1249--1259}},
  title        = {{Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation}},
  url          = {{http://doi.org/10.1080/14697688.2018.1424349}},
  volume       = {{18}},
  year         = {{2018}},
}

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