Risk parity portfolios with risk factors (Q5001136)
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scientific article; zbMATH DE number 7372406
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk parity portfolios with risk factors |
scientific article; zbMATH DE number 7372406 |
Statements
Risk parity portfolios with risk factors (English)
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16 July 2021
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risk parity
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risk budgeting
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factor model
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ERC portfolio
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diversification
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concentration
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strategic asset allocation
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