Louis, Rodolphe and Roncalli, Thierry (2012): On the market portfolio for multi-asset classes.
Roncalli, Thierry (2010): Understanding the Impact of Weights Constraints in Portfolio Theory.
Roncalli, Thierry (2013): Introduction to Risk Parity and Budgeting.
Roncalli, Thierry and Weisang, Guillaume (2012): Risk Parity Portfolios with Risk Factors.
Contact us: mpra@ub.uni-muenchen.de
This repository has been built using EPrints software.
MPRA is a RePEc service hosted by .