---
title: Alpha-factor Risk Parity for Global Equity FoFs
url: https://www.ml-quant.com/papers/repec/eee-finana-v-88-y-2023-i-c-s1057521923001709/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001709
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1057521923001709%3Bh%3Drepec%3Aeee%3Afinana%3Av%3A88%3Ay%3A2023%3Ai%3Ac%3As1057521923001709
featured: 2023-07-12
citations: unknown
topic: Portfolio & Allocation
---


# Alpha-factor Risk Parity for Global Equity FoFs

The study introduces a risk parity strategy for Fund-of-Funds portfolios, using a two-phase optimization technique, which provides a more stable risk-return profile, particularly in volatile and down-market periods.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1057521923001709%3Bh%3Drepec%3Aeee%3Afinana%3Av%3A88%3Ay%3A2023%3Ai%3Ac%3As1057521923001709
- Identifier: RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001709
- Released: 2023-07-12
- First featured: Quant Letter No. 7 (2023-07-12): https://www.ml-quant.com/issues/2023-07-12/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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