Dynamic rebalancing of a risk parity investment portfolio
Yixi Ning, Sean Yang and Wangzhi Zheng
| Year of publication: |
2022
|
|---|---|
| Authors: | Ning, Yixi ; Yang, Sean ; Zheng, Wangzhi |
| Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 11.2022, 4, p. 51-79
|
| Subject: | All Weather portfolio | dynamic asset allocation (DAA) | dynamic portfolio rebalancing | optimal range-rebalancing strategy | momentum-based rebalancing strategy | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Portfolio-Investition | Foreign portfolio investment | Kapitalanlage | Financial investment | Risikomanagement | Risk management | Kapitaleinkommen | Capital income | Wetter | Weather |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOIS.2022.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014335866