Equally-weighted Risk Contribution Portfolios: an empirical study using expected shortfall
by Elisabetta Cagna and Giulio Casuccio, CeRP WP 142/14
[...]by Elisabetta Cagna and Giulio Casuccio, CeRP WP 142/14
[...]by Cecilia Boggio, Elsa Fornero, Henriette Prast and Jose Sanders; CeRP WP 140/14
[...]by Riccardo Calcagno and Chiara Monticone, published in the Journal of Banking and Finance (2014)
Laura Bianchini and Margherita Borella: WP CeRP 139/14
[...]by Claudio Morana: WP CeRP 138/13; versione aggiornata giugno 2014
[...]Claudio Morana: WP CeRP 137/13
[...]by Elsa Fornero, in IZA Journal European Labor Studies, 2013 2:20; freely accessible at:
http://www.izajoels.com/content/2/1/20/; most viewed among the journal's articles http://www.izajoels.com/mostviewed/alltime