Using hierarchical risk parity in the Brazilian market : an out-of-sample analysis
Felipe Reis, Anderson Sobreira, Carlos Trucíos, Boris Asrilhant
| Year of publication: |
2023
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|---|---|
| Authors: | Reis, Felipe ; Sobreira, Anderson ; Trucíos, Carlos ; Asrilhant, Boris |
| Published in: |
Revista Brasileira de Finanças : RBFin. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1984-5146, ZDB-ID 2549202-0. - Vol. 21.2023, 4, p. 81-103
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| Subject: | Asset allocation | Diversification | Machine Learning | Markowitz | Portfolio selection | Portfolio-Management | Brasilien | Brazil | Künstliche Intelligenz | Artificial intelligence | Diversifikation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.12660/rbfin.v21n4.2023.89848 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014442599