Risk Parity Optimization
The work introduces a new method for risk parity portfolio optimization, allowing for constraints on risk contribution and supporting diversified long-short portfolios.
Featured in No. 84 on 5 Feb 2025 · 20 days after release
- Released
- 16 Jan 2025
- First featured
- No. 84 · 5 Feb 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 112
- Identifier
- SSRN 5097869
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).