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

Ardia David; Boudt Kris; Nguyen Giang

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

机译：超越基于风险的投资组合：资产配置中的平衡性能和风险贡献

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来源
《Nature reviews Cancer》 |2018年第8期|共11页
作者
Ardia David; Boudt Kris; Nguyen Giang;
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作者单位

Univ Neuchatel Inst Financial Anal Neuchatel Switzerland;

Vrije Univ Brussel Solvay Business Sch Brussels Belgium;

Univ Neuchatel Inst Financial Anal Neuchatel Switzerland;

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原文格式 PDF
正文语种 eng
中图分类肿瘤学;
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专利

1. Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation [J] . Ardia David, Boudt Kris, Nguyen Giang Nature reviews Cancer . 2018,第8期

机译：超越基于风险的投资组合：资产配置中的平衡性能和风险贡献
2. Constructing inverse factor volatility portfolios: A risk-based asset allocation for factor investing [J] . Shimizu Hidehiko, Shiohama Takayuki International Review of Financial Analysis . 2020,第Mara期

机译：构建逆因素波动性投资组合：因素投资的基于风险的资产分配
3. An analysis of risk-based asset allocation and portfolio insurance strategies; [J] . Lan-chih Ho, John Cadle, Michael Theobald Review of quantitative finance and accounting . 2011,第2期

机译：分析基于风险的资产分配和投资组合保险策略；
4. A portfolio selection by SOM and an asset allocation of riskonrisk assets by fuzzy reasoning using the selected brands [C] . Nakaoka, I., Tani, . 2005

机译：通过SOM选择投资组合，并使用所选品牌通过模糊推理进行风险/非风险资产的资产分配
5. Cross asset analysis and optimization for optimal risk-based asset renewal forecasting [D] . Shivalingappa, DilipKumar B. 2014

机译：跨资产分析和优化，以基于风险的最佳资产更新预测
6. Portfolio choice in retirement: Health risk and the demand for annuities housing and risky assets [O] . Motohiro Yogo -1

机译：退休时的投资组合选择：健康风险以及对年金住房和高风险资产的需求
7. Private equity-, stock- and mixed asset-portfolios: a bootstrap approach to determine performance characteristics, diversification benefits and optimal portfolio allocations : Version: December 2003 [O] . Schmidt Daniel 2004

机译：私募股权，股票和混合资产投资组合：一种确定绩效特征，多元化收益和最优投资组合分配的引导方法：版本：2003年12月

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

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