Open AccessRISK DISTRIBUTION AMONG UNCORRELATED RISK FACTORS: DIVERSIFIED RISK PARITY
Author(s) -
Cigdem Yerli,
Sevtap KESTEL
Publication year - 2022
Publication title -
hacettepe üniversitesi i̇ktisadi ve i̇dari bilimler fakültesi dergisi/hacettepe üniversitesi iktisadi ve idari bilimler fakültesi dergisi
Language(s) - Uncategorized
Resource type - Journals
eISSN - 1309-6338
pISSN - 1301-8752
DOI - 10.17065/huniibf.880072
Subject(s) - sharpe ratio , diversification (marketing strategy) , econometrics , uncorrelated , portfolio , mathematics , statistics , principal component analysis , portfolio optimization , sample size determination , modern portfolio theory , economics , actuarial science , financial economics , business , marketing