Dynamic rebalancing of a risk parity investment portfolio
Year of publication: |
2022
|
---|---|
Authors: | Ning, Yixi ; Yang, Sean ; Zheng, Wangzhi |
Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 11.2022, 4, p. 51-79
|
Subject: | All Weather portfolio | dynamic asset allocation (DAA) | dynamic portfolio rebalancing | optimal range-rebalancing strategy | momentum-based rebalancing strategy | Portfolio-Management | Portfolio selection | Portfolio-Investition | Foreign portfolio investment | Kapitalanlage | Financial investment | Aktienmarkt | Stock market | Risikomanagement | Risk management |
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