Multifactor portfolio construction by factor risk parity strategies: an empirical comparison of global stock markets (Q2011042)
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scientific article; zbMATH DE number 7138146
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multifactor portfolio construction by factor risk parity strategies: an empirical comparison of global stock markets |
scientific article; zbMATH DE number 7138146 |
Statements
Multifactor portfolio construction by factor risk parity strategies: an empirical comparison of global stock markets (English)
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28 November 2019
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factor investing
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multifactor portfolio
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risk-based asset allocation
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risk parity
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smart beta
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