Open AccessSaving Markowitz: A Risk Parity Approach Based on the Cauchy Interlacing Theorem
Author(s) -
Fernando Timoteo Fernandes,
Rogerio Oliveira,
Rodrigo De-Losso,
Angelo J. D. Soto,
Pedro Delano Cavalcanti,
Gabriel M. S. Campos
Publication year - 2020
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3654300
Subject(s) - interlacing , mathematics , parity (physics) , cauchy distribution , mathematical economics , statistics , computer science , physics , artificial intelligence , particle physics
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