Almost exact risk budgeting with return forecasts for portfolio allocation (Q6161908)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Almost exact risk budgeting with return forecasts for portfolio allocation |
scientific article; zbMATH DE number 7703352
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
28 June 2023
0 references
risk parity
0 references
portfolio optimization
0 references
risk budgeting
0 references
portfolio allocation
0 references
asset allocation
0 references
0.7731665968894958
0 references
0.7693299055099487
0 references
0.7403269410133362
0 references
