Alpha-factor Risk Parity for Global Equity FoFs
The study introduces a risk parity strategy for Fund-of-Funds portfolios, using a two-phase optimization technique, which provides a more stable risk-return profile, particularly in volatile and down-market periods.
Featured in No. 7 on 12 Jul 2023 · on release day
- Released
- 12 Jul 2023
- First featured
- No. 7 · 12 Jul 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 26
- Identifier
- RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001709
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).