Risk parity: true versus naive approach
This paper studies the performance of two different Risk Parity strategies, one from Maillard (2008) and a “naïve” that was already used by market practitioners, against traditional strategies. The tests will compare different regions (US, UK, Germany and Japan) since 1991 to 2013, and will use diff...
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| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2015
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| Texto completo: | http://hdl.handle.net/10362/15043 |
| País: | Portugal |
| Oai: | oai:run.unl.pt:10362/15043 |