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

页码：108 / 118

页数：11

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