Risk-Based Allocation of Principal Portfolios
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Publisher
Elsevier BV
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1. Diversified risk parity, principal component analysis, minimum linear torsion model, risk diversification;Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi;2022-06-30
2. Second-order risk of alternative risk parity strategies;Journal of Risk;2019
3. Second-Order Risk of Alternative Risk Parity Strategies;SSRN Electronic Journal;2017
4. Agnostic Risk Parity: Taming Known and Unknown-Unknowns;SSRN Electronic Journal;2016
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