On the Financial Interpretation of Risk Contribution: Risk Budgets Do Add Up

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Urban Geography, Environmental Geography, Hot Spots™ +6

The Cornish–Fisher expansion in the context of Delta–Gamma-normal approximations

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Pade Approximant, Large Deviations, Bayesian Statistics +14

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Portfolio Optimization, Asset Pricing, Var Metrics +12

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Wai Lee, Daniel Lam · The Journal of Portfolio Management · 2001 · 23 citations

Financial Risk Management, Risk Metric, Asset Allocation +20

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Roger Clarke, Harindra de Silva, Brett H. Wander · The Journal of Portfolio Management · 2002 · 19 citations

Financial Risk Management, Asset Allocation, Portfolio Management +17