Masaki Tsumagari

World Bank

Senior Investment Officer

1818 H Street, N.W.

Washington, DC 20433

United States

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The Sense and Nonsense of Risk Budgeting

Financial Analysts Journal, Vol. 62, No. 5, pp. 63-77, September/October 2006
Posted: 11 Oct 2006
Arjan B. Berkelaar, Masaki Tsumagari and Adam Kobor
World Bank - Quantitative Strategies, Risk & Analytics Department, World Bank and New York University (NYU)

Abstract:

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Risk Measurement and Management, Advanced Risk Tools, Multi-Asset Portfolios; Portfolio Management, Asset Allocation