From Risk Parity to Outcome Risk Parity : A Review and Extension of the Risk Parity Portfolio with Return Predictability
Year of publication: |
[2023]
|
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Authors: | Renzi-Ricci, Giulio ; Harvey, Oliver ; Baynes, Lucas |
Publisher: |
[S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Risiko | Risk | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (33 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 10, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4444069 [DOI] |
Classification: | G11 - Portfolio Choice ; G17 - Financial Forecasting ; C60 - Mathematical Methods and Programming. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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