Using Value at Risk to Enhance Asset Allocation in Life-Cycle Investment Funds

被引：4
|
作者：
Lewis, Nigel D. [1 ]
Okunev, John [2 ]
机构：
[1] Teacher Retirement Syst Texas, Strateg Res & Risk Management, Austin, TX 78701 USA
[2] Global Alpha Portfolio Management LLC, Sydney, NSW, Australia
来源：
JOURNAL OF INVESTING | 2009年 / 18卷 / 01期
关键词：
D O I：
10.3905/JOI.2009.18.1.087
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：87 / 91
页数：5
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