Documents SSRN-id1271972

Electronic copy available at: http://ssrn.com/abstract=1271972 On the properties of equally-weighted risk contributions portfolios ∗ Sébastien Maillard † Thierry Roncalli…

Documents On the Properties of Equally-weighted Risk Contributions Portfolios

On the properties of equally-weighted risk contributions portfolios ∗ Sébastien Maillard † Thierry Roncalli ‡ Jérôme Teiletche § First version: June 2008 � This…