It is often argued in defense of Risk Parity portfolios that they maximize the Sharpe ratio if their securities have identical Sharpe ratios and identical correlations. However, securities have neither identical Sharpe ratios nor this correlation structure. In realistic markets, Risk Parity...

The article analyses the problems impeding the implementation of the single window mechanism in the EAEU countries and in Russia, in particular. On the basis of the identified problems, ways to solve them are proposed