efficient algorithms for computing risk parity portfolio weights.pdf

时间:2023-09-18 14:36:07
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文件名称:efficient algorithms for computing risk parity portfolio weights.pdf

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更新时间:2023-09-18 14:36:07

riskparity

Risk parity is an advanced portfolio technique often used by hedge funds. It typically requires quantitative methodology which makes its allocations more advanced than simplified allocation strategies. Simplified allocation strategies such as 60/40 are based on MPT and hold a percentage of asset cla


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