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Bibliographie

Créé le

28.06.2021

Dalio R. (2010), « Engineering Targeted Returns and Risks », Bridgewater Associates : https://www.bridgewater.com/research-and-insights/engineering-targeted-returns-and-risks.

Mandelbrot B. & Hudson R. (2008), The (mis)Behaviour of Markets, London: Profile Books.

Prince B. (2011), « Risk Parity is about Balance », Bridgewater Associates : https://www.bridgewater.com/research-and-insights/risk-parity-is-about-balance.

Taleb N.N. (2010), The Black Swan: The Impact of the Highly Improbable, New York: Random House.

Taleb N.N. (2012), Antifragile: Things that Gain from Disorder, ...

À retrouver dans la revue
Banque et Stratégie Nº404
RB