Cargando…
The Properties of Alpha Risk Parity Portfolios
Risk parity is an approach to investing that aims to balance risk evenly across assets within a given universe. The aim of this study is to unify the most commonly-used approaches to risk parity within a single framework. Links between these approaches have been identified in the published literatur...
| Autores principales: | , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2022
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9689940/ https://www.ncbi.nlm.nih.gov/pubmed/36359721 http://dx.doi.org/10.3390/e24111631 |