A Modified Risk Parity Method for Asset Allocation
Author(s) -
A. Maewal,
Joel R. Bock
Publication year - 2018
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3272080
Subject(s) - asset allocation , business , econometrics , economics , actuarial science , financial economics , portfolio
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom