Diversified Reward-Risk Parity in Portfolio Construction
Year of publication: |
[2021]
|
---|---|
Authors: | Choi, Jaehyung ; Kim, Hyangju ; Kim, Young Shin |
Publisher: |
[S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
Extent: | 1 Online-Ressource (42 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 15, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3871944 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Corporate Bond Portfolios and Asset-Specific Information
Bredendiek, Maximilian, (2019)
-
Lu, Yinqiu, (2019)
-
The Conditional Capital Asset Pricing Model Revisited : Evidence from High-Frequency Betas
Hollstein, Fabian, (2019)
- More ...
-
Multi-Asset Option Pricing Using Normal Tempered Stable Processes with Stochastic Correlation
Kim, Young Shin, (2021)
-
Deep Calibration With Artificial Neural Network : A Performance Comparison on Option Pricing Models
Kim, Young Shin, (2023)
-
Multi-asset option pricing using normal tempered stable processes with stochastic correlation
Kim, Young Shin, (2023)
- More ...