Leverage aversion and risk parity

Financial Analysts Journal

Volumn 68, Issue 1, 2012, Pages 47-59

  Asness, Clifford S ^a   Frazzini, Andrea ^a   Pedersen, Lasse H ^a,b  

^a AQR Capital Management LLC   (United States)

^b NEW YORK UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84870435032     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v68.n1.1     Document Type: Article

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