Risk parity with expectiles (Q2030685)
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scientific article; zbMATH DE number 7356127
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Risk parity with expectiles |
scientific article; zbMATH DE number 7356127 |
Statements
Risk parity with expectiles (English)
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7 June 2021
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risk allocation
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expectiles
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risk parity
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portfolio selection
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risk diversification
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0.8179346323013306
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0.8104718327522278
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0.8067168593406677
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0.792493462562561
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0.7901167273521423
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