Risk Parity: The Democratization of Risk in Asset Allocation
نویسندگان
چکیده
منابع مشابه
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OMID SHAKERNIA is a senior researcher at Research Affiliates, LLC, in Newport Beach, CA. [email protected] Traditional strategic asset allocation theory is deeply rooted in the mean–variance portfolio optimization framework developed by Markowitz [1952] for constructing equity portfolios. However, the mean–variance optimization methodology is diff icult to implement due to the challenges asso...
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ژورنال
عنوان ژورنال: The Journal of Portfolio Management
سال: 2021
ISSN: 0095-4918,2168-8656
DOI: 10.3905/jpm.2021.1.228