A robust framework for risk parity portfolios
Year of publication: |
2020
|
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Authors: | Costa, Giorgio ; Kwon, Roy |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 21.2020, 5, p. 447-466
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Subject: | Robust optimization | Risk parity | Asset allocation | Uncertainty | Factor model | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk | Robustes Verfahren | Robust statistics | Risikomanagement | Risk management |
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