Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints

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Veröffentlicht in:International Finance Conference (8. : 2015 : Paris) Risk management decisions and wealth management in financial economics
1. Verfasser: Ji, Ran (VerfasserIn)
Weitere Verfasser: Lejeune, Miguel A. (VerfasserIn)
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Sprache:eng
Veröffentlicht: March 2018
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