Active Risk Budgeting: A Portfolio Construction Methodology for Futures Strategies

2019 ◽  
Author(s):  
Gaurav Chakravorty ◽  
Ankit Awasthi ◽  
Sonam Srivastava ◽  
sanchit gupta ◽  
Mansi Singhal
Keyword(s):  
Portfolio Construction ◽  
Risk Budgeting

A Generalized Risk Budgeting Approach to Portfolio Construction

2015 ◽  
Author(s):  
Martin Haugh ◽  
Garud Iyengar ◽  
Irene Song
Keyword(s):  
Portfolio Construction ◽  
Risk Budgeting

Portfolio Construction and Risk Budgeting

2002 ◽  
Vol 3 (3) ◽  
pp. 290-291
Author(s):  
Stephen E Satchell
Keyword(s):  
Portfolio Construction ◽  
Risk Budgeting

Entrepreneurship Portfolio Construction and Management

2011 ◽  
Author(s):  
Aleksandras Vytautas Rutkauskas ◽  
Viktorija Stasytyte ◽  
Nijole Maknickiene
Keyword(s):  
Portfolio Construction

The Integration of Risk Budgeting into Attribution Analysis

2001 ◽  
Vol 2001 (3) ◽  
pp. 38-46
Author(s):  
Wayne A. Kozun
Keyword(s):  
Risk Budgeting ◽  
Attribution Analysis

Tax-Aware Portfolio Construction

1999 ◽  
Vol 1999 (2) ◽  
pp. 42-50 ◽  
Author(s):  
Jean L.P. Brunel
Keyword(s):  
Portfolio Construction

Issues and Trends in Fixed-Income Portfolio Construction

2002 ◽  
Vol 2002 (1) ◽  
pp. 26-33
Author(s):  
Peter J. Knez
Keyword(s):  
Portfolio Construction ◽  
Fixed Income ◽  
Fixed Income Portfolio

An Integrated Risk-Budgeting Approach for Multi-Strategy Equity Portfolios

CFA Digest ◽  
2014 ◽  
Vol 44 (11) ◽  
Author(s):  
Lee M. Dunham
Keyword(s):  
Risk Budgeting ◽  
Integrated Risk ◽  
Equity Portfolios

Constrained Optimization for Portfolio Construction

CFA Digest ◽  
2012 ◽  
Vol 42 (3) ◽  
pp. 148-150
Author(s):  
Gregory G. Gocek
Keyword(s):  
Constrained Optimization ◽  
Portfolio Construction

REIT Selection and Portfolio Construction: Using Operating Efficiency as an Indicator of Performance

CFA Digest ◽  
2004 ◽  
Vol 34 (1) ◽  
pp. 11-12
Author(s):  
C. Mitchell Conover
Keyword(s):  
Operating Efficiency ◽  
Portfolio Construction
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