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Risk parity portfolio vs. other asset allocation heuristic portfolios
Chaves, Denis; Hsu, Jason C.; Li, Feifei; Shakernia, Omid - In: The journal of investing 20 (2011) 1, pp. 108-118
Persistent link: https://www.econbiz.de/10009312572
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Efficient algorithms for computing risk parity portfolio weights
Chaves, Denis; Hsu, Jason C.; Li, Feifei; Shakernia, Omid - In: The journal of investing 21 (2012) 3, pp. 150-163
Persistent link: https://www.econbiz.de/10009672525
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The risk in risk parity : a factor-based analysis of asset-based risk parity
Bhansali, Vineer; Davis, Joshua M.; Rennison, Graham; … - In: The journal of investing 21 (2012) 3, pp. 102-110
Persistent link: https://www.econbiz.de/10009672546