@techreport{Herold2005, author = {Ulf Herold}, title = {Structural positions and risk budgeting : quantifying the impact of structural positions and deriving implications for active portfolio management}, institution = {Wirtschaftswissenschaften}, series = {Working paper series / Johann-Wolfgang-Goethe-Universit{\"a}t Frankfurt am Main, Fachbereich Wirtschaftswissenschaften : Finance \& Accounting}, number = {074}, year = {2005}, }