Stock Portfolio Optimization Using a Combined Approach of Relative Robust Risk Parity
Risk parity is perceived as one of the stock portfolio selection models that have received a lot of attention since the US financial crisis in 2008. The philosophy of this model is to allocate the same amount of portfolio risk between the constituent assets. In the present study, the combined portfo...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Iran Finance Association
2021-11-01
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| Series: | Iranian Journal of Finance |
| Subjects: | |
| Online Access: | https://www.ijfifsa.ir/article_139651_6ac704e1b5d4fc0502a9be6e9cc195d5.pdf |