RISK PARITY, MAXIMUM DIVERSIFICATION, AND MINIMUM VARIANCE: AN ANALYTIC PERSPECTIVE
Bachelor's
Saved in:
Main Author: | RIKWAN WIYOGO PUTRA |
---|---|
Other Authors: | MATHEMATICS |
Published: |
2021
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/203841 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
MAXIMIZING POSITIVE PORTFOLIO DIVERSIFICATION: DIVERSIFIED RISK PARITY & UNCORRELATED POSITIVE BETS
by: LI SIQI
Published: (2021) -
Performance of global minimum variance portfolio.
by: Chow, Ming Jie., et al.
Published: (2009) -
Minimum variance benchmark for decentralized controllers
by: Kariwala, Vinay, et al.
Published: (2009) -
A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets
by: Li, X., et al.
Published: (2014) -
Local Factors, Mean-Variance Efficiency and the Gains from International Diversification
by: Eun, Cheol S., et al.
Published: (2007)