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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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Evolutionary optimisation of noisy multi-objective problems using confidence-based dynamic resampling
Syberfeldt, Anna; Ng, Amos; John, Robert I.; Moore, Philip - In: European journal of operational research : EJOR 204 (2010) 3, pp. 533-544
Persistent link: https://www.econbiz.de/10003955967
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Asset allocation and portable alpha
Arnott, Robert D.; Harris, Brent R. - In: Portable alpha theory and practice : what investors …, (pp. 65-94). 2008
Persistent link: https://www.econbiz.de/10003703982