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Persistent link: https://www.econbiz.de/10009672546
The risks embedded in asset-based risk parity portfolios are explored using a simple, economically motivated approach. Such an approach can go a long way toward demystifying and making more explicit the drivers of performance and risks of asset-based risk parity portfolios. Investors in risk...
Persistent link: https://www.econbiz.de/10013007852