Skip to main navigation Skip to search Skip to main content

Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation

  • David Ardia
  • , Kris Boudt
  • , Giang Nguyen*
  • *Corresponding author for this work

Research output: Contribution to JournalArticleAcademicpeer-review

415 Downloads (Pure)

Abstract

Asset allocation using a new Performance/Risk Contribution measure improves the performance of risk-based portfolios

Original languageEnglish
Pages (from-to)1249-1259
Number of pages11
JournalQuantitative Finance
Volume18
Issue number8
Early online date1 Mar 2018
DOIs
Publication statusPublished - Aug 2018

Funding

This work was supported from the Research Foundation - Flanders (FWO [grant number G023815N]) and the Doctiris program of In-noviris. This work was supported from the Research Foundation - Flanders (FWO [grant number G023815N]) and the Doctiris program of Innoviris. The authors would like to thank the Editor, two anonymous referees, Guido Bolliger, Messaoud Chibane, William Doehler, Stefan Hartmann, Julie Marquis, Enrico Schumann, Marieke Vantomme as well as participants at the 2016 CFE conference, the IAF seminar in Neuchâtel, the AFFI 2017 conference, and the 2017 SoFiE Summer school for their helpful comments. Any remaining errors or shortcomings are the authors’ responsibility.

FundersFunder number
Doctiris program of In-noviris
Doctiris program of Innoviris
Fonds Wetenschappelijk OnderzoekG023815N

    Fingerprint

    Dive into the research topics of 'Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation'. Together they form a unique fingerprint.

    Cite this