Kurtosis-based risk parity: methodology and portfolio effects (Q6158412)
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scientific article; zbMATH DE number 7698391
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kurtosis-based risk parity: methodology and portfolio effects |
scientific article; zbMATH DE number 7698391 |
Statements
Kurtosis-based risk parity: methodology and portfolio effects (English)
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20 June 2023
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kurtosis
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risk parity
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risk diversification
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asset allocation
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