This paper draws on dynamic risk-budgeting techniques to emphasise the importance of risk management when decisions to allocate to ETFs are made.
Professor of finance and director of EDHEC-Risk Institute.
Head of applied research at EDHEC-Risk Institute.
Head of asset allocation at AM International Consulting,
|Extra information :||For more information, please contact Joanne Finlay, EDHEC Research and Development Department [ firstname.lastname@example.org ] The contents of this paper do not necessarily reflect the opinions of EDHEC Business School.|
|Research Cluster :||Finance|