Portfolio Optimization with Risk Parity
A new risk parity portfolio optimization method considers fat-tailed and heteroscedastic asset returns, reducing portfolio turnover during market turmoil and enhancing risk-adjusted returns.
Featured in No. 85 on 19 Feb 2025 · on release day
- Released
- 19 Feb 2025
- First featured
- No. 85 · 19 Feb 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 16
- Identifier
- RePEc:bla:jtsera:v:46:y:2025:i:2:p:353-377
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