Risk parity optimality

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

Research output: Contribution to journalArticle

LanguageEnglish (US)
Pages42-56
Number of pages15
JournalJournal of Portfolio Management
Volume41
Issue number2
StatePublished - Dec 1 2015

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Optimality
Parity

ASJC Scopus subject areas

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

Cite this

Fisher, G. S., Maymin, P. Z., & Maymin, Z. G. (2015). Risk parity optimality. Journal of Portfolio Management, 41(2), 42-56.

Risk parity optimality. / Fisher, Gregg S.; Maymin, Philip Z.; Maymin, Zakhar G.

In: Journal of Portfolio Management, Vol. 41, No. 2, 01.12.2015, p. 42-56.

Research output: Contribution to journalArticle

Fisher, GS, Maymin, PZ & Maymin, ZG 2015, 'Risk parity optimality' Journal of Portfolio Management, vol. 41, no. 2, pp. 42-56.
Fisher GS, Maymin PZ, Maymin ZG. Risk parity optimality. Journal of Portfolio Management. 2015 Dec 1;41(2):42-56.
Fisher, Gregg S. ; Maymin, Philip Z. ; Maymin, Zakhar G. / Risk parity optimality. In: Journal of Portfolio Management. 2015 ; Vol. 41, No. 2. pp. 42-56.
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