Rodolphe Louis

ENSAE

Student

92245 Malakoff Cedex

France

SCHOLARLY PAPERS

1

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426

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0

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0

Scholarly Papers (1)

1.

On the Market Portfolio for Multi-Asset Classes

Number of pages: 19 Posted: 23 May 2012
Rodolphe Louis and Thierry Roncalli
ENSAE and Amundi Asset Management
Downloads 426 (72,994)

Abstract:

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market portfolio, stock, bond, benchmark, multi-assets allocation, active management, risk premium, strategic asset allocation, long-term investment policy