Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Anshul Sirohiya"'
Publikováno v:
SSRN Electronic Journal.
Here we present a novel approach to how the Chief Investment Office (CIO) can select investment strategies to allocate to and to decide the percentage allocation to them. The method that we outline here is a continuation of our previous research on r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4566dc12a316efe4a1ca27396b14a7ac
https://doi.org/10.2139/ssrn.3334021
https://doi.org/10.2139/ssrn.3334021
Publikováno v:
SSRN Electronic Journal.
In this work, we have found a risk model that improves the performance of Risk Targeting. Risk Targeting in portfolio construction is implemented to improve capital utilization in growing markets and systematically step away from risk scenarios. Howe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::409b3be163c4c7d91f1680f07fd0f8a7
https://doi.org/10.2139/ssrn.3376816
https://doi.org/10.2139/ssrn.3376816