author = { Stagnol, Lauren },

title = { The risk parity principle applied on a corporate bond index using Duration Times Spread },

publisher = {Université de Paris Ouest Nanterre La Défense},

keywords = { Equal Risk Contribution , Risk Parity , Smart Beta , Risk Measure , Risk-Based Indexing , Alternative Corporate Bond Index , Arbeitspapier , Graue Literatur },

year = {[2016]},

booktitle = {Working paper / EconomiX ; 2016, 27},

address = { Nanterre },

url = { http://slubdd.de/katalog?TN_libero_mab2 }