Risk Parity Optimality
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Authors
Fisher, Gregg S.
Maymin, Philip Z.
Maymin, Zakhar G.
Issue Date
2016-04-01
Type
Presentation
Language
en_US
Keywords
Risk parity , Portfolio allocation strategy
Alternative Title
Abstract
Description
A poster summarizing some of the results of research by Gregg S. Fisher, Philip Z. Maymin, Zakhar G. Maymin that was published in Journal of Portfolio Management (2015), 41:2, 42-56 under the title "Risk Parity Optimality".