Risk Parity Portfolios for the Grouped Stocks (Q5240332)
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scientific article; zbMATH DE number 7122218
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk Parity Portfolios for the Grouped Stocks |
scientific article; zbMATH DE number 7122218 |
Statements
Risk Parity Portfolios for the Grouped Stocks (English)
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25 October 2019
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sequential quadratic programming
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Sharpe ratio
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weighted portfolio
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individual stock
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risk parity
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