Risk parity optimality

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

doi:10.3905/jpm.2015.41.2.042

Risk parity optimality

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

Finance and Risk Engineering

Research output: Contribution to journal › Article › peer-review

Original language	English (US)
Pages (from-to)	42-56
Number of pages	15
Journal	Journal of Portfolio Management
Volume	41
Issue number	2
DOIs	https://doi.org/10.3905/jpm.2015.41.2.042
State	Published - Dec 1 2015

ASJC Scopus subject areas

Accounting
General Business, Management and Accounting
Finance
Economics and Econometrics

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10.3905/jpm.2015.41.2.042

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title = "Risk parity optimality",

author = "Fisher, {Gregg S.} and Maymin, {Philip Z.} and Maymin, {Zakhar G.}",

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JO - Journal of Portfolio Management

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Risk parity optimality

ASJC Scopus subject areas

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