Risk Control Through Dynamic Core-Satellite Portfolios of ETFs: Applications to Absolute Return Funds and Tactical Asset Allocation

被引：4

作者：

Amenc, Noel ^{[1
,2
]}

Goltz, Felix ^{[3
]}

Grigoriu, Adina ^{[4
]}

机构：

[1] EDHEC Risk Inst, Nice, France

[2] EDHEC Business Sch, Finance, Nice, France

[3] EDHEC Business Sch, EDHEC Risk Inst, Appl Res, Nice, France

[4] AM Int Consulting, Asset Allocat, Nice, France

来源：

JOURNAL OF ALTERNATIVE INVESTMENTS | 2010年 / 13卷 / 02期

关键词：

D O I：

10.3905/jai.2010.13.2.047

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：47 / 57

页数：11

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