How to construct a lower risk FOF based on correlation network? The method of principal component risk parity asset allocation (Q6595011)
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scientific article; zbMATH DE number 7903347
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How to construct a lower risk FOF based on correlation network? The method of principal component risk parity asset allocation |
scientific article; zbMATH DE number 7903347 |
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How to construct a lower risk FOF based on correlation network? The method of principal component risk parity asset allocation (English)
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29 August 2024
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fund of funds (FOF)
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mutual funds
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portfolio risk
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principal component analysis
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risk parity portfolio
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