SSRNOther
Risk Budgeting with Diversity Index
The article proposes a new risk diversification method based on a 2012 diversity index, arguing that equal budgeting can be inefficient when assets are correlated.
Featured in No. 16 on 21 Sep 2023 · 8 days after release
- Released
- 13 Sep 2023
- First featured
- No. 16 · 21 Sep 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 22
- Identifier
- SSRN 4577612
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).