Showing 1 - 7 of 7
Persistent link: https://www.econbiz.de/10003590515
Persistent link: https://www.econbiz.de/10011556541
Persistent link: https://www.econbiz.de/10012006856
Using sectorial indices of the Brazilian market, we compare the portfolio optimization approach known as risk parity with minimum variance and equally weighted approaches. We apply various estimators for the covariance matrix to each portfolio strategy, since portfolio variance is considered as...
Persistent link: https://www.econbiz.de/10012952118
Persistent link: https://www.econbiz.de/10011778629
Persistent link: https://www.econbiz.de/10012214352
Persistent link: https://www.econbiz.de/10011982511