Extending the Risk Parity Approach to Higher Moments: Is There Any Value Added?-Reference-Cited by-同舟云学术

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Extending the Risk Parity Approach to Higher Moments: Is There Any Value Added?

Published:2017-01-31 Issue:2 Volume:43 Page:24-36
ISSN:0095-4918
Container-title:The Journal of Portfolio Management
language:en
Short-container-title:JPM

Author:

Baitinger Eduard,Dragosch André,Topalova Anastasia

Publisher

Pageant Media US

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Cited by 12 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. How to Construct a Lower Risk FOF Based on Correlation Network? The Method of Principal Component Risk Parity Asset Allocation;Journal of Systems Science and Complexity;2023-12-29

2. Risk budgeting using a generalized diversity index;Journal of Asset Management;2023-09-20

3. Optimal Portfolio Diversification via Independent Component Analysis;Operations Research;2022-01

4. GO-GJRSK Model with Application to Higher Order Risk-Based Portfolio;Mathematics;2020-11-07

5. Diversification and portfolio theory: a review;Financial Markets and Portfolio Management;2020-06-04

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