Almost exact risk budgeting with return forecasts for portfolio allocation (Q6161908)
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scientific article; zbMATH DE number 7703352
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Almost exact risk budgeting with return forecasts for portfolio allocation |
scientific article; zbMATH DE number 7703352 |
Statements
Almost exact risk budgeting with return forecasts for portfolio allocation (English)
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28 June 2023
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risk parity
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portfolio optimization
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risk budgeting
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portfolio allocation
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asset allocation
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0.7731665968894958
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0.7693299055099487
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0.7403269410133362
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