Risk parity optimality

Gregg S. Fisher, Philip Z. Maymin, Zakhar G. Maymin

Research output: Contribution to journalArticlepeer-review

Original languageEnglish (US)
Pages (from-to)42-56
Number of pages15
JournalJournal of Portfolio Management
Volume41
Issue number2
DOIs
StatePublished - Dec 1 2015

ASJC Scopus subject areas

  • Accounting
  • Business, Management and Accounting(all)
  • Finance
  • Economics and Econometrics

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