Does the number of holdings in a risk parity portfolio matter?
Year of publication: |
2019
|
---|---|
Authors: | Shah, Tirthank ; Parikh, Abhishek |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 20.2019, 2, p. 124-133
|
Subject: | risk parity portfolio | portfolio alpha | portfolio holdings | Portfolio-Management | Portfolio selection | Risiko | Risk | Portfolio-Investition | Foreign portfolio investment | Risikomanagement | Risk management |
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