Kurtosis-based risk parity: methodology and portfolio effects (Q6158412)
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scientific article; zbMATH DE number 7698391
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| default for all languages | No label defined |
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| English | Kurtosis-based risk parity: methodology and portfolio effects |
scientific article; zbMATH DE number 7698391 |
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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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0.8705781
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0.86451924
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0.8641615
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0.8605565
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0.8523387
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0.8359116
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