Assessing the Efficacy of Sector Portfolio HRP: A Comparative Study of Performance and Risk Metrics against the MSCI ACWI
Performance and Risk Metrics: A diversified portfolio strategy, Sector Portfolio HRP, outperforms the MSCI All Country World Index in annualized return and risk evaluation from 1996 to 2022, a study shows.
Featured in No. 25 on 8 Nov 2023 · 5 days after release · 0 citations today
- Released
- 3 Nov 2023
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- No. 25 · 8 Nov 2023
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- SSRN 4623991
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