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Risk Control through Dynamic Core-Satellite Portfolios of ETFs: Applications to Absolute Return Funds and Tactical Asset Allocation.
EDHEC Publication
H
Number of copies : 1
| No. | Call n° | Bar code | Commentary | |
|---|---|---|---|---|
| 1 | [available] |
Contents : Abstract
Introduction
1. Method: Dynamic Risk Budgeting
2. Beyond Diversification: Absolute Return Funds of ETFs
3. Beyond Tactical Bets: Integrating Predictions in a Risk-Controlled Framework
Conclusion
References
About EDHEC-Risk Institute
About Amundi ETF
EDHEC-Risk Institute Publications and Position Papers (2007-2010)
Language : English
Series : PUBLICATION EDHEC
Material : Electronic ; Paper
Owner : Bibliothèque