Work

Risk Parity, Maximum Diversification,and Minimum Variance: An Analytic Perspective

Year: 2013

Type: article

Source: The Journal of Portfolio Management

DOI: 10.3905/jpm.2013.39.3.039

Authors: Roger Clarke, Harindra de Silva, Steven Thorley

Institution: Brigham Young University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3125828509

FWCI: 19.15

Cites: 22

Cited by: 117

Related to: 10