Multifactor portfolio construction by factor risk parity strategies: an empirical comparison of global stock markets (Q2011042)
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scientific article; zbMATH DE number 7138146
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| English | Multifactor portfolio construction by factor risk parity strategies: an empirical comparison of global stock markets |
scientific article; zbMATH DE number 7138146 |
Statements
Multifactor portfolio construction by factor risk parity strategies: an empirical comparison of global stock markets (English)
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28 November 2019
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factor investing
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multifactor portfolio
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risk-based asset allocation
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risk parity
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smart beta
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0.7459107637405396
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0.7227312326431274
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0.7222813367843628
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0.7144904732704163
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0.7075116634368896
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