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Article

Active Risk-Based Investing

Emmanuel Jurczenko and Jérôme Teiletche
The Journal of Portfolio Management Winter 2018, 44 (3) 56-65; DOI: https://doi.org/10.3905/jpm.2018.44.3.056
Emmanuel Jurczenko
is associate dean and professor of finance in the Ecole Hôtelière de Lausanne at the University of Applied Sciences Western Switzerland (HES-SO) in Delémont, Switzerland
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Jérôme Teiletche
is managing director and the head of Cross-Asset Solutions at Unigestion in Geneva, Switzerland
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The Journal of Portfolio Management: 44 (3)
The Journal of Portfolio Management
Vol. 44, Issue 3
Winter 2018
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Active Risk-Based Investing
Emmanuel Jurczenko, Jérôme Teiletche
The Journal of Portfolio Management Jan 2018, 44 (3) 56-65; DOI: 10.3905/jpm.2018.44.3.056

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Active Risk-Based Investing
Emmanuel Jurczenko, Jérôme Teiletche
The Journal of Portfolio Management Jan 2018, 44 (3) 56-65; DOI: 10.3905/jpm.2018.44.3.056
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  • Article
    • Abstract
    • A GENERIC RISK-BASED PORTFOLIO
    • IS RISK-BASED ALLOCATION REALLY WITHOUT VIEWS?
    • INCORPORATING ACTIVE VIEWS
    • EMPIRICAL ILLUSTRATION
    • CONCLUSION
    • ENDNOTES
    • REFERENCES
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