Yizhi Ge

Georgetown University

Washington, DC 20057

United States

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Risk-Based Dynamic Asset Allocation with Extreme Tails and Correlations

Journalof Portfolio Management, Vol. 38, No. 4, 2012, https://doi.org/10.3905/jpm.2012.38.4.026

Posted: 21 May 2019

Peng Wang, Rodney N Sullivan and Yizhi Ge

TIAA Institute - Covariance Capital Management, University of Virginia, Darden Graduate School of Business and Georgetown University

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