Risk Parity Portfolio vs. Other Asset Allocation Heuristic Portfolios

被引：76
|
作者：
Chaves, Denis [1 ]
Hsu, Jason [1 ,2 ]
Li, Feifei [3 ]
Shakernia, Omid [1 ]
机构：
[1] Res Affiliates LLC, Newport Beach, CA 92660 USA
[2] UCLA, Anderson Business Sch, Finance, Los Angeles, CA USA
[3] Res Affiliates LLC, Res, Newport Beach, CA USA
来源：
JOURNAL OF INVESTING | 2011年 / 20卷 / 01期
关键词：
D O I：
10.3905/joi.2011.20.1.108
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：108 / 118
页数：11
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