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Risk Parity Optimality
Fisher, Gregg S.; Maymin, Philip Z.; Maymin, Zakhar G.
Event:Faculty Research Day
Date:2016-04-01
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".
