文件名称：fast alm for minimizing the sum of two convex functions.pdf
文件大小：538KB
文件格式：PDF
更新时间：2023-09-18 14:36:26
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