
Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation
- Author
- David Ardia, Kris Boudt (UGent) and Giang Nguyen
- Organization
- Keywords
- SELECTION, RETURNS, 1/N
Citation
Please use this url to cite or link to this publication: http://hdl.handle.net/1854/LU-8600210
- 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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