Risk-Based Indexation-Reference-Cited by-同舟云学术

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Risk-Based Indexation

Published:2010 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Demey Paul,Maillard Sébastien,Roncalli Thierry

Publisher

Elsevier BV

Reference35 articles.

1. Fundamental Indexation, Financial Analysts;R Arnott;Journal,2005

2. Beyond Cap Weight -The Empirical Evidence for a Diversified Beta;R Arnott;Journal of Indexes,2010

3. False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas;L Barras;forthcoming in Journal of Finance,2009

4. Naive Diversification Strategies in Defined Contribution Saving Plans;S Benartzi;American Economic Review,2001

Cited by 21 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A Study of Hierarchical Risk Parity in Portfolio Construction;Journal of Economic Analysis;2024-09-15

2. Risk Budgeting portfolios: Existence and computation;Mathematical Finance;2023-10-02

3. Kurtosis-based vs volatility-based asset allocation strategies: Do they share the same properties? A first empirical investigation;Finance Research Letters;2023-06

4. Exploring new frontiers in indexing strategies: an optimization-based risk-efficient solution;International Journal of System Assurance Engineering and Management;2021-06-03

5. General sparse risk parity portfolio design via successive convex optimization;Signal Processing;2020-05

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